Efficient Simulation of High Dimensional Gaussian Vectors (Q5219708): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 18:54, 8 February 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
