Fast simulation of hyperplane-truncated multivariate normal distributions (Q1699703): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast simulation of hyperplane-truncated multivariate normal distributions |
scientific article |
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Fast simulation of hyperplane-truncated multivariate normal distributions (English)
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23 February 2018
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Cholesky decomposition
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conditional distribution
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equality constraints
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high-dimensional regression
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structured covariance/precision matrix
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