Optimal direction Gibbs sampler for truncated multivariate normal distributions

J. Andrés Christen, Colin Fox, Mario Santana-Cibrian. Optimal direction Gibbs sampler for truncated multivariate normal distributions. Communications in Statistics - Simulation and Computation, 46(4):2587-2600, 2017. [doi]

Authors

J. Andrés Christen

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Colin Fox

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Mario Santana-Cibrian

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