{"paper":{"title":"Fast simulation of truncated Gaussian distributions","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"stat.CO","authors_text":"Nicolas Chopin","submitted_at":"2012-01-30T09:39:35Z","abstract_excerpt":"We consider the problem of simulating a Gaussian vector X, conditional on the fact that each component of X belongs to a finite interval [a_i,b_i], or a semi-finite interval [a_i,+infty). In the one-dimensional case, we design a table-based algorithm that is computationally faster than alternative algorithms. In the two-dimensional case, we design an accept-reject algorithm. According to our calculations and our numerical studies, the acceptance rate of this algorithm is bounded from below by 0.5 for semi-finite truncation intervals, and by 0.47 for finite intervals. Extension to 3 or more dim"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1201.6140","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}