Efficient sampling methods for truncated multivariate normal and Student-t distributions subject to linear inequality constraints
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Efficient sampling methods for truncated multivariate normal and Student-\(t\) distributions subject to linear inequality constraints
Efficient sampling methods for truncated multivariate normal and Student-\(t\) distributions subject to linear inequality constraints
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Cites work
- scientific article; zbMATH DE number 1098822 (Why is no real title available?)
- scientific article; zbMATH DE number 2117879 (Why is no real title available?)
- Efficient algorithms for generating truncated multivariate normal distributions
- Markov chains for exploring posterior distributions. (With discussion)
- Multivariate Exponential Power Distributions as Mixtures of Normal Distributions with Bayesian Applications
- Random sampling from a truncated multivariate normal distribution
- Sampling-Based Approaches to Calculating Marginal Densities
- Slice sampling. (With discussions and rejoinder)
- Some results on the multivariate truncated normal distribution
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
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