Sampling large hyperplane-truncated multivariate normal distributions

DOI10.1007/S00180-023-01416-7MaRDI QIDQ6595969zbMATH OpenFDO

Authors Hassan Maatouk, Didier Rullière, Xavier Bay

Publication date 2 September 2024

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S00180-023-01416-7

zbMATH Keywords

hyperplane-truncatedKarhunen-Loève expansionlarge-scale Gaussian vectorsMatheron's update rule

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cited in

(2)

• Efficient Bayesian linear models for a large number of observations
• Large-scale constrained Gaussian processes for shape-restricted function estimation

This page was built for publication: Sampling large hyperplane-truncated multivariate normal distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6595969)