Fast simulation of truncated Gaussian distributions (Q692973)

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Fast simulation of truncated Gaussian distributions
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    Statements

    title
    Fast simulation of truncated Gaussian distributions (English)
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    author
    Nicolas Chopin
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    publication date
    6 December 2012
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    zbMATH Keywords
    accept-reject
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    Markov chain Monte Carlo
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    tail Gaussian distribution
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    truncated Gaussian distribution
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    Identifiers

    Mathematics Subject Classification ID
    65C60
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    62E99
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    65C05
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    zbMATH DE Number
    6113575
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