首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Perfect simulation of positive Gaussian distributions
Authors:Philippe  Anne  Robert  Christian P
Abstract:We provide an exact simulation algorithm that produces variables from truncated Gaussian distributions on ( 
$$\mathbb{R}$$
+) p via a perfect sampling scheme, based on stochastic ordering and slice sampling, since accept-reject algorithms like the one of Geweke (1991) and Robert (1995) are difficult to extend to higher dimensions.
Keywords:accept reject  coupling from the past  slice sampling  stochastic monotonicity
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号