Fast Simulation of Hyperplane-Truncated Multivariate Normal
Distributions

Fast Simulation of Hyperplane-Truncated Multivariate Normal Distributions

16 July 2016

Mingyuan Zhou

Papers citing "Fast Simulation of Hyperplane-Truncated Multivariate Normal Distributions"

5 / 5 papers shown

Title
High-Dimensional Conditionally Gaussian State Space Models with Missing Data J. Chan Aubrey Poon Dan Zhu 14 11 0 07 Feb 2023
Efficient Estimation of State-Space Mixed-Frequency VARs: A Precision-Based Approach J. Chan Aubrey Poon Dan Zhu 11 6 0 21 Dec 2021
Deep Autoencoding Topic Model with Scalable Hybrid Bayesian Inference Hao Zhang Bo Chen Yulai Cong D. Guo Hongwei Liu Mingyuan Zhou BDL 24 27 0 15 Jun 2020
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models Niko Hauzenberger Florian Huber Gary Koop Luca Onorante AI4TS 26 35 0 23 Oct 2019
Integrals over Gaussians under Linear Domain Constraints A. Gessner Oindrila Kanjilal Philipp Hennig 17 28 0 21 Oct 2019