Fast simulation of truncated Gaussian distributions

Statistics and Computing

Volumn 21, Issue 2, 2011, Pages 275-288

  Chopin, Nicolas ^a  

^a CREST   (France)

Author keywords

Accept reject; Markov chain Monte Carlo; Tail Gaussian distribution; Truncated Gaussian distribution

Indexed keywords

EID: 79951550930     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11222-009-9168-1     Document Type: Article

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