Efficient Simulation of High Dimensional Gaussian Vectors (Q5219708)
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scientific article; zbMATH DE number 7179952
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Simulation of High Dimensional Gaussian Vectors |
scientific article; zbMATH DE number 7179952 |
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Efficient Simulation of High Dimensional Gaussian Vectors (English)
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12 March 2020
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Cholesky factorization
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Gaussian vectors
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high dimension
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Markov chain
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Monte Carlo simulation
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