A note on simulating hyperplane-truncated multivariate normal distributions
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference8 articles.
1. Fast update of conditional simulation ensembles;Chevalier;Math. Geosci.,2015
2. Fast simulation of hyperplane-truncated multivariate normal distributions;Cong;Bayesian Anal.,2017
3. Computation of Multivariate Normal and T Probabilities, Vol. 195;Genz,2009
4. Numerical evaluation of singular multivariate normal distributions;Genz;J. Stat. Comput. Simul.,2000
5. Constrained realizations of Gaussian fields: A simple algorithm;Hoffman;Astrophys. J.,1991
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