/Fast-simulation-of-hyperplane-truncated-multivariate-normal-distributions

Yulai Cong, Bo Chen*, and Mingyuan Zhou*, Fast simulation of hyperplane-truncated multivariate normal distributions, Bayesian Analysis, Vol. 12, No. 4, pp: 1017-1037, 2017.

Primary LanguageMatlab

Fast-simulation-of-hyperplane-truncated-multivariate-normal-distributions

Yulai Cong, Bo Chen*, and Mingyuan Zhou*, Fast simulation of hyperplane-truncated multivariate normal distributions, Bayesian Analysis, Vol. 12, No. 4, pp: 1017-1037, 2017.