Efficient algorithms for generating truncated multivariate normal distributions (Q1942149)

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scientific article; zbMATH DE number 6145653
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Efficient algorithms for generating truncated multivariate normal distributions
scientific article; zbMATH DE number 6145653

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    Efficient algorithms for generating truncated multivariate normal distributions (English)
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    18 March 2013
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    data augmentation
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    EM algorithm
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    Gibbs sampler
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    IBF sampler
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    linear inequality constraints
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