Random sampling from a truncated multivariate normal distribution

DOI10.1016/0893-9659(94)90042-6MaRDI QIDQ1324429zbMATH OpenOpenAlexFDO

Authors Jon A. Breslaw

Publication date 18 September 1994

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0893-9659(94)90042-6

zbMATH Keywords

simulationGibbs samplerGauss codetruncated multivariate normal distributiontruncated bivariate normal distribution

Mathematics Subject Classification ID

Multivariate analysis (62H99) Software, source code, etc. for problems pertaining to statistics (62-04) Statistical distribution theory (62E99)

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Cites work

• Random sampling from a truncated bivariate normal distribution
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• The Calculation of Posterior Distributions by Data Augmentation

Cited in

(13)

• Joint model of accelerated failure time and mechanistic nonlinear model for censored covariates, with application in HIV/AIDS
• A New Rejection Sampling Method for Truncated Multivariate Gaussian Random Variables Restricted to Convex Sets
• Sampling some truncated distributions via rejection algorithms
• Mixed Effects Models with Censored Data with Application to HIV RNA Levels
• A Gibbs' sampler for the parameters of a truncated multivariate normal distribution
• Efficient sampling methods for truncated multivariate normal and Student-\(t\) distributions subject to linear inequality constraints
• Random sampling from a truncated bivariate normal distribution
• Optimal direction Gibbs sampler for truncated multivariate normal distributions
• Nonlinear mixed-effects HIV dynamic models with considering left-censored measurements
• Perfectly random sampling of truncated multinormal distributions
• Assessing phenotypic correlation through the multivariate phylogenetic latent liability model
• Efficient simulation for dependent rare events with applications to extremes
• Efficient algorithms for generating truncated multivariate normal distributions

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