Efficient sampling methods for truncated multivariate normal and Student-\(t\) distributions subject to linear inequality constraints (Q2320985)
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scientific article; zbMATH DE number 7098927
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| English | Efficient sampling methods for truncated multivariate normal and Student-\(t\) distributions subject to linear inequality constraints |
scientific article; zbMATH DE number 7098927 |
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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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0.8125833868980408
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0.8055554032325745
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0.7755735516548157
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0.7751953601837158
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0.7735512256622314
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