Efficient algorithms for generating truncated multivariate normal distributions (Q1942149)
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scientific article; zbMATH DE number 6145653
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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0.9046921
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0.8942154
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0.88322806
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0.8805305
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0.87897235
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0.87291765
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0.8716827
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