The Normal Law Under Linear Restrictions: Simulation and Estimation via Minimax Tilting
Work
Year: 2016
Type: article
Abstract: Summary Simulation from the truncated multivariate normal distribution in high dimensions is a recurrent problem in statistical computing and is typically only feasible by using approximate Markov cha... more
Author Zdravko I. Botev
Institution UNSW Sydney
Cites: 47
Cited by: 208
Related to: 10
FWCI: 16.36
Citation percentile (by year/subfield): 100
Subfield: Artificial Intelligence
Field: Computer Science
Domain: Physical Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: green