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]

@inproceedings{AltmannMD14,
  title = {Sampling from a multivariate Gaussian distribution truncated on a simplex: A review},
  author = {Yoann Altmann and Steve McLaughlin and Nicolas Dobigeon},
  year = {2014},
  doi = {10.1109/SSP.2014.6884588},
  url = {http://dx.doi.org/10.1109/SSP.2014.6884588},
  researchr = {https://researchr.org/publication/AltmannMD14},
  cites = {0},
  citedby = {0},
  pages = {113-116},
  booktitle = {IEEE Workshop on Statistical Signal Processing, SSP 2014, Gold Coast, Australia, June 29 - July 2, 2014},
  publisher = {IEEE},
  isbn = {978-1-4799-4975-5},
}