Geweke, J.: E#cient simulation from the multivariate normal and studentt distributions subject to linear constraints and the evaluation of constraint probabilities. Technical report, University of Minnesote, Dept. of Economics (1991) Home/Search Document Not in Database Summary Related Articles Check |
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Monte Carlo Kalman filter and smoothing for multivariate discrete.. - Song (2000) (Correct)
....covariance matrix #, where the truncated region is a rectangular area specified by a j # z j # b j ,witha j = log(y j )andb j = log(1 y j ) j =1, dn. Generating random variates from truncated multivariate normal distributions has been discussed extensively in the literature; cf. e.g. Geweke (1991) for an algorithm of the multivariate normal random generation subject to linear constraints, 5 and Robert (1995) for the simulation of truncated normal variables via Monte Carlo Markov chain methods. See also Czado (1997) for a successive generation scheme or the sequential random generation of ....
J. Geweke (1991). E#cient simulation from the multivariate normal and student-t distributions subject to linear constraints. Computing Science and Statistics, Proceedings of the 23rd Symposium on the Interface, Seattle, WA, pp. 571--578.
A general class of hierarchical ordinal regression models.. - Ishwaran, GATSONIS (2000) (Correct)
....The details for simulating from each of these conditionals are as follows. The M i are conditionally independent multivariate normals constrained to lie in the k i dimensional rectangle defined by # and Y i (see relationship (3) Various standard methods exists for drawing these values. See Geweke (1991). The density for the conditional distribution of (# 0 , #) is proportional to N # i=1 2## i 1 2 exp # 1 2 (# i # M i ) # R 1 i (# i # M i ) # = c N # i=1 exp # k i # # 0 u i k i # k=1 # # u i,k # # i R 1 i # M i 1 2 # M # i R 1 i # ....
J. Geweke (1991). E#cient simulation from the multivariate normal and student-t distributions subject to linear constraints. In Computing Science and Statistics, Volume 23, Proceedings of the 23rd Symposium on the Interface (E. M. Keramidas and S. M. Kaufman, eds.), 571--578.
PolyEDA: Combining Estimation of Distribution Algorithms and.. - Grahl, Rothlauf (2004) (Correct)
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Geweke, J.: E#cient simulation from the multivariate normal and studentt distributions subject to linear constraints and the evaluation of constraint probabilities. Technical report, University of Minnesote, Dept. of Economics (1991)
A Constrained Semi-Supervised Learning Approach to Data.. - Kück, Carbonetto, de.. (Correct)
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Geweke, J.: E#cient simulation from the multivariate normal and Student tdistributions subject to linear constraints. In: Proceedings of 23rd Symp. Interface. (1991) 571--577
A Constrained Semi-Supervised Learning Approach to Data.. - Kück, Carbonetto, de.. (Correct)
No context found.
Geweke, J.: E#cient simulation from the multivariate normal and Student tdistributions subject to linear constraints. In: Proceedings of 23rd Symp. Interface. (1991) 571--577
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