Optimal direction Gibbs sampler for truncated multivariate normal distributions

DOI10.1080/03610918.2015.1053926zbMath1462.62336OpenAlexW2278547426MaRDI QIDQ5356898

Mario Santana-Cibrian, J. Andres Christen, Colin D. Fox

Publication date: 20 September 2017

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2015.1053926

zbMATH Keywords

simulationGibbs samplerBayesian inferenceMCMCtruncated multivariate normal

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Hypothesis testing in multivariate analysis (62H15) Bayesian inference (62F15)

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