Fast simulation of hyperplane-truncated multivariate normal distributions (Q1699703)
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scientific article; zbMATH DE number 6843066
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| English | Fast simulation of hyperplane-truncated multivariate normal distributions |
scientific article; zbMATH DE number 6843066 |
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Fast simulation of hyperplane-truncated multivariate normal distributions (English)
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23 February 2018
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Cholesky decomposition
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conditional distribution
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equality constraints
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high-dimensional regression
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structured covariance/precision matrix
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0.94699675
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0.9260031
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0.90935117
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0.9046921
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0.87370735
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0.8601718
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