Sampling from a multivariate Gaussian distribution truncated on a simplex: A review

Yoann Altmann, Steve McLaughlin, Nicolas Dobigeon. Sampling from a multivariate Gaussian distribution truncated on a simplex: A review. In IEEE Workshop on Statistical Signal Processing, SSP 2014, Gold Coast, Australia, June 29 - July 2, 2014. pages 113-116, IEEE, 2014. [doi]

Abstract

Abstract is missing.