Efficient sampling methods for truncated multivariate normal and Student-\(t\) distributions subject to linear inequality constraints (Q2320985)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient sampling methods for truncated multivariate normal and Student-\(t\) distributions subject to linear inequality constraints |
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Efficient sampling methods for truncated multivariate normal and Student-\(t\) distributions subject to linear inequality constraints (English)
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28 August 2019
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Gibbs sampler
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rejection sampling
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truncated multivariate normal distribution
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truncated multivariate Student-\(t\) distribution
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truncated scale mixture of multivariate normal distribution
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