A New Rejection Sampling Method for Truncated Multivariate Gaussian Random Variables Restricted to Convex Sets.
Hassan MaatoukXavier BayPublished in: MCQMC (2014)
Keyphrases
- random variables
- convex sets
- multivariate gaussian
- maximum likelihood estimation
- covariance matrix
- probability distribution
- graphical models
- finite number
- convex optimization
- gaussian distribution
- convex hull
- higher dimensional
- bayesian networks
- independent and identically distributed
- stochastic optimization problems
- probability density function
- random vectors
- em algorithm
- probabilistic model
- computer vision