Fast and Exact Simulation of Hyperplane-Truncated Multivariate Normal Distributions, with C, Python and R interfaces.
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Updated
May 23, 2023 - C
Fast and Exact Simulation of Hyperplane-Truncated Multivariate Normal Distributions, with C, Python and R interfaces.
Demonstrate two use cases (sampling and projections) of the property of multivariate Gaussian densities and provide students hands on experience in Python modules, Numpy and Matplotlib.
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