Efficient sampling methods for truncated multivariate normal and Student-\(t\) distributions subject to linear inequality constraints (Q2320985)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient sampling methods for truncated multivariate normal and Student-\(t\) distributions subject to linear inequality constraints |
scientific article |
Statements
Efficient sampling methods for truncated multivariate normal and Student-\(t\) distributions subject to linear inequality constraints (English)
0 references
28 August 2019
0 references
Gibbs sampler
0 references
rejection sampling
0 references
truncated multivariate normal distribution
0 references
truncated multivariate Student-\(t\) distribution
0 references
truncated scale mixture of multivariate normal distribution
0 references
0 references
