Efficient Simulation of High Dimensional Gaussian Vectors (Q5219708): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q129289386, #quickstatements; #temporary_batch_1727085425368 |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1287/moor.2017.0914 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1287/MOOR.2017.0914 / rank | |||
Normal rank | |||
Latest revision as of 16:22, 30 December 2024
scientific article; zbMATH DE number 7179952
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Simulation of High Dimensional Gaussian Vectors |
scientific article; zbMATH DE number 7179952 |
Statements
Efficient Simulation of High Dimensional Gaussian Vectors (English)
0 references
12 March 2020
0 references
Cholesky factorization
0 references
Gaussian vectors
0 references
high dimension
0 references
Markov chain
0 references
Monte Carlo simulation
0 references
0 references
0 references
