Perfectly random sampling of truncated multinormal distributions (Q5443147): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 21:16, 5 March 2024
scientific article; zbMATH DE number 5237226
Language | Label | Description | Also known as |
---|---|---|---|
English | Perfectly random sampling of truncated multinormal distributions |
scientific article; zbMATH DE number 5237226 |
Statements
Perfectly random sampling of truncated multinormal distributions (English)
0 references
20 February 2008
0 references
perfect sampling
0 references
simulations
0 references
normal and truncated normal distributions
0 references
Gibbs sampler
0 references
coupling-from-the-past algorithm
0 references
discrete time stationary Markov process
0 references
multidimensional distribution
0 references