Gibbs sampling approach for generation of truncated multivariate Gaussian random variables

J. H. Kotecha, P. M. Djuric. Gibbs sampling approach for generation of truncated multivariate Gaussian random variables. In Proceedings of the 1999 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP '99, Phoenix, Arizona, USA, March 15-19, 1999. pages 1757-1760, IEEE Computer Society, 1999. [doi]

Abstract

Abstract is missing.