A New Rejection Sampling Method for Truncated Multivariate Gaussian Random Variables Restricted to Convex Sets (Q2957054)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A New Rejection Sampling Method for Truncated Multivariate Gaussian Random Variables Restricted to Convex Sets |
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A New Rejection Sampling Method for Truncated Multivariate Gaussian Random Variables Restricted to Convex Sets (English)
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20 January 2017
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truncated Gaussian vector
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rejection sampling
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Monte Carlo method
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numerical examples
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multivariate normal distributions
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algorithm
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