Browsing Produção Intelectual em Bases Externas by Title "Perfectly random sampling of truncated multinormal distributions"

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    • Perfectly random sampling of truncated multinormal distributions 

      Fernandez, Pedro Jesus; Ferrari, Pablo Augusto; Grynberg, Sebastian P.
      2007-12
      The target measure mu is the distribution of a random vector in a box B, a Cartesian product of bounded intervals. The Gibbs sampler is a Markov chain with invariant measure mu. A 'coupling from the past' construction of ...