Perfectly random sampling of truncated multinormal distributions
نویسندگان
چکیده
A “coupling from the past” construction of the Gibbs sampler process is used to perfectly simulate a random vector in a box B, a Cartesian product of bounded intervals. An algorithm to sample vectors with multinormal distribution truncated to B is implemented. AMS Classification 60G15 60G10 65C05
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تاریخ انتشار 2005