Perfectly random sampling of truncated multinormal distributions (Q5443147): Difference between revisions

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Revision as of 21:16, 5 March 2024

scientific article; zbMATH DE number 5237226
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English
Perfectly random sampling of truncated multinormal distributions
scientific article; zbMATH DE number 5237226

    Statements

    Perfectly random sampling of truncated multinormal distributions (English)
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    20 February 2008
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    perfect sampling
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    simulations
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    normal and truncated normal distributions
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    Gibbs sampler
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    coupling-from-the-past algorithm
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    discrete time stationary Markov process
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    multidimensional distribution
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