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Iterative numerical methods for sampling from high dimensional Gaussian distributions

Aune, E and Eidsvik, J and Pokern, Y (2012) Iterative numerical methods for sampling from high dimensional Gaussian distributions. Statistics and Computing 10.1007/s11222-012-9326-8.

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Type:Article
Title:Iterative numerical methods for sampling from high dimensional Gaussian distributions
DOI:10.1007/s11222-012-9326-8
UCL classification:UCL > School of BEAMS > Faculty of Maths and Physical Sciences > Statistical Science

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