Random sampling from a truncated multivariate normal distribution
type: Item
instance of: scholarly article
title: Random sampling from a truncated multivariate normal distribution
zbMATH Open document ID: 0795.62060
DOI: 10.1016/0893-9659(94)90042-6
author: Jon A. Breslaw
published in: Applied Mathematics Letters
publication date: 1994-09-18T00:00:00Z
Mathematics Subject Classification ID: 62H99
Mathematics Subject Classification ID: 62E99
Mathematics Subject Classification ID: 62-04
zbMATH DE Number: 571517
zbMATH Keywords: simulation
zbMATH Keywords: truncated bivariate normal distribution
zbMATH Keywords: Gibbs sampler
zbMATH Keywords: truncated multivariate normal distribution
zbMATH Keywords: Gauss code
MaRDI profile type: Publication
full work available at URL: 0893-9659(94)90042-6
OpenAlex ID: W2064321518
cites work: Random sampling from a truncated bivariate normal distribution
cites work: Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
cites work: The Calculation of Posterior Distributions by Data Augmentation
description: scientific article; zbMATH DE number 571517