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Efficient Simulation of High Dimensional Gaussian Vectors - MaRDI portal

Efficient Simulation of High Dimensional Gaussian Vectors (Q5219708)

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scientific article; zbMATH DE number 7179952
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Efficient Simulation of High Dimensional Gaussian Vectors
scientific article; zbMATH DE number 7179952

    Statements

    title
    Efficient Simulation of High Dimensional Gaussian Vectors (English)
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    author
    Nabil Kahale
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    publication date
    12 March 2020
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    zbMATH Keywords
    Cholesky factorization
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    Gaussian vectors
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    high dimension
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    Markov chain
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    Monte Carlo simulation
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    Identifiers

    zbMATH DE Number
    7179952
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    OpenAlex ID
    W2950429661
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    Wikidata QID
    Q129289386
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