Efficient Simulation of High Dimensional Gaussian Vectors (Q5219708): Difference between revisions

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Revision as of 01:48, 22 July 2024

scientific article; zbMATH DE number 7179952
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English
Efficient Simulation of High Dimensional Gaussian Vectors
scientific article; zbMATH DE number 7179952

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    Efficient Simulation of High Dimensional Gaussian Vectors (English)
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    12 March 2020
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    Cholesky factorization
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    Gaussian vectors
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    high dimension
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    Markov chain
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    Monte Carlo simulation
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