On Sampling from Multivariate Distributions.
Zhiyi HuangSampath KannanPublished in: APPROX-RANDOM (2011)
Keyphrases
- finite mixtures
- multivariate normal
- dependence structure
- probability distribution function
- random samples
- point processes
- multivariate gaussian
- monte carlo
- random sampling
- parameter space
- probability distribution
- sample size
- random variables
- power law
- covariance matrix
- multivariate data
- minimum message length
- highly skewed
- joint distribution
- markov chain monte carlo
- exponential distributions
- sampling strategy
- multivariate time series
- statistical distributions
- sampling strategies
- gaussian model
- sampling algorithm
- mixture model
- multi class