Generate Samples from Multivariate Truncated Normal
Distributions
Efficient sampling from high-dimensional truncated Gaussian
distributions, or multivariate truncated normal (MTN). Techniques include
zigzag Hamiltonian Monte Carlo as in Akihiko Nishimura, Zhenyu Zhang and
Marc A. Suchard (2024) , and harmonic Monte Carlo in Ari Pakman
and Liam Paninski (2014) .
Authors:
Zhenyu Zhang [aut, cre]
,
Andrew Chin [aut]
,
Akihiko Nishimura [aut]
,
Marc A. Suchard [aut]
,
John W. Ratcliff et al. [cph, ctb] (authors and copyright holders of
see2neon.h under an MIT license)