Efficient sampling methods for truncated multivariate normal and Student-t distributions subject to linear inequality constraints
DOI10.1080/15598608.2014.996690zbMATH Open1423.62047OpenAlexW2077195032WikidataQ57440061 ScholiaQ57440061MaRDI QIDQ2320985FDOQ2320985
Authors: Yifang Li, Sujit K. Ghosh 
Publication date: 28 August 2019
Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15598608.2014.996690
Recommendations
- A New Rejection Sampling Method for Truncated Multivariate Gaussian Random Variables Restricted to Convex Sets
- Efficient algorithms for generating truncated multivariate normal distributions
- Sampling some truncated distributions via rejection algorithms
- Some results on the truncated multivariate \(t\) distribution
- Random sampling from a truncated multivariate normal distribution
Gibbs samplerrejection samplingtruncated multivariate normal distributiontruncated multivariate Student-\(t\) distributiontruncated scale mixture of multivariate normal distribution
Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10) Sampling theory, sample surveys (62D05)
Cites Work
- Slice sampling. (With discussions and rejoinder)
- Markov chains for exploring posterior distributions. (With discussion)
- Title not available (Why is that?)
- Sampling-Based Approaches to Calculating Marginal Densities
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- Some results on the multivariate truncated normal distribution
- Multivariate Exponential Power Distributions as Mixtures of Normal Distributions with Bayesian Applications
- Title not available (Why is that?)
- Random sampling from a truncated multivariate normal distribution
- Efficient algorithms for generating truncated multivariate normal distributions
Cited In (19)
- One- and two-sample prediction for the progressively censored Rayleigh residual data
- Bayesian Inferences on Neural Activity in EEG-Based Brain-Computer Interface
- A New Rejection Sampling Method for Truncated Multivariate Gaussian Random Variables Restricted to Convex Sets
- Reversed particle filtering for hidden Markov models
- Large-Scale Bayesian Spatial-Temporal Regression with Application to Cardiac MR-Perfusion Imaging
- Estimation and prediction for flexible Weibull distribution based on progressive type II censored data
- Measurement error in linear regression models with fat tails and skewed errors
- Sampling constrained continuous probability distributions: a review
- Bayesian inference for generalized linear model with linear inequality constraints
- Bayesian bridge regression
- Bayesian nonparametric monotone regression
- Composite likelihood inference for ordinal periodontal data with replicated spatial patterns
- Bayesian group bridge for bi-level variable selection
- High-Dimensional Gaussian Sampling: A Review and a Unifying Approach Based on a Stochastic Proximal Point Algorithm
- A Gibbs' sampler for the parameters of a truncated multivariate normal distribution
- Inequality restricted estimator for gamma regression: Bayesian approach as a solution to the multicollinearity
- Efficient algorithms for generating truncated multivariate normal distributions
- Bias correction for nonignorable missing counts of areal HIV new diagnosis
- Bayesian estimation on semiparametric models with shape restricted B-splines
This page was built for publication: Efficient sampling methods for truncated multivariate normal and Student-\(t\) distributions subject to linear inequality constraints
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2320985)
