Efficient Simulation from the Multivariate Normal and Student-t Distributions Subject to Linear Constraints,
Abstract
The construction and implementation of a Gibbs sampler for efficient simulation from the truncated multivariate normal and Student-t distributions is described. It is shown how the accuracy and convergence of integrals based on the Gibbs sample may be constructed. Bayesian inference; Gibbs sampler; Monte Carlo; Multiple integration, Truncated normal.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1992
- Accession Number
- ADP007215
Entities
People
- John Geweke
Organizations
- University of Minnesota