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Sampling constrained continuous probability distributions: a review - MaRDI portal

Sampling constrained continuous probability distributions: a review

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Publication:6602026

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DOI10.1002/wics.1608zbMath1544.62089MaRDI QIDQ6602026

Lulu Kang, Shiwei Lan

Publication date: 11 September 2024

Published in: Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

regularized regression constrained sampling Hamilton Monte Carlo Riemannian Monte Carlo truncated multivariate Gaussian

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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