Efficient sampling methods for truncated multivariate normal and student-t distributions subject to linear inequality constraints

By Yifang Li, Sujit Kumar Ghosh. 2015

74 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/3431c24c5d889b163d79fe0536b8b252fbfe5b17