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probsys / sppl

Probabilistic programming system for fast and exact symbolic inference
Apache License 2.0
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Consider implementing a MultvariateNormal Leaf (not clear how) #37

Closed fsaad closed 4 years ago

fsaad commented 4 years ago

On the conditional distribution of a multivariate Normal given a transformation – the linear case https://www.sciencedirect.com/science/article/pii/S240584401831449X

Random sampling from a truncated multivariate normal distribution https://www.sciencedirect.com/science/article/pii/0893965994900426