Efficient sampling methods for truncated multivariate normal and Student-\(t\) distributions subject to linear inequality constraints

DOI10.1080/15598608.2014.996690zbMath1423.62047OpenAlexW2077195032WikidataQ57440061 ScholiaQ57440061MaRDI QIDQ2320985

Sujit Kumar Ghosh, Yifang Li

Publication date: 28 August 2019

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15598608.2014.996690

zbMATH Keywords

Gibbs samplerrejection samplingtruncated multivariate normal distributiontruncated multivariate Student-\(t\) distributiontruncated scale mixture of multivariate normal distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Sampling theory, sample surveys (62D05)

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• Multivariate Exponential Power Distributions as Mixtures of Normal Distributions with Bayesian Applications
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images

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