Gibbs sampling approach for generation of truncated multivariate Gaussian random variables

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Volumn 3, Issue , 1999, Pages 1757-1760

  Kotecha, Jayesh H ^a   Djuric, Petar M ^a  

^a STONY BROOK UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

MATHEMATICAL MODELS; MONTE CARLO METHODS; PROBABILITY DENSITY FUNCTION; SAMPLING;

GIBBS SAMPLING; TRUNCATED GAUSSIAN DENSITIES;

SIGNAL PROCESSING;

EID: 0032655042     PISSN: 07367791     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Article

References (8)