Posterior Distribution Sampling

[sgbaird]

https://github.com/TRANTANKHOA/Matlab/blob/eb13ec3698adcdb4c1a1a4e97396ecb955308b07/Misc/truncated_Gaussian/Botev_2016/tregress.m

https://en.wikipedia.org/wiki/Truncated_normal_distribution

https://www.mathworks.com/matlabcentral/fileexchange/53180-truncated-normal-generator

https://cran.r-project.org/web/packages/tmvtnorm/tmvtnorm.pdf

https://stats.stackexchange.com/questions/58081/pre-truncation-moments-for-truncated-multivariate-normal

https://pdf.sciencedirectassets.com/271532/1-s2.0-S0893965900X00845/1-s2.0-0893965994900426/main.pdf

https://www.mathworks.com/matlabcentral/fileexchange/53792-truncated-multivariate-normal-generator

https://stats.stackexchange.com/questions/277708/if-a-multivariate-gaussian-distribution-is-truncated-what-will-be-the-new-distri

https://journal.r-project.org/archive/2010-1/RJournal_2010-1_Wilhelm+Manjunath.pdf

https://cran.r-project.org/web/packages/tmvtnorm/tmvtnorm.pdf https://www.rdocumentation.org/packages/mvtnorm/versions/0.1-8

https://en.wikipedia.org/wiki/List_of_probability_distributions https://en.wikipedia.org/wiki/List_of_probability_distributions#Supported_on_a_bounded_interval

https://en.wikipedia.org/wiki/Chi-square_distribution

https://en.wikipedia.org/wiki/Chi_distribution

https://en.wikipedia.org/wiki/Arcsine_distribution

https://en.wikipedia.org/wiki/Logit-normal_distribution

https://stats.stackexchange.com/questions/168170/example-of-distribution-whose-support-is-strictly-positive

https://math.stackexchange.com/questions/1335829/default-positive-non-negative-probability-distribution

https://www.mathworks.com/help/stats/negative-binomial-distribution.html

https://stats.stackexchange.com/questions/121747/folded-normal-and-truncated-normal

https://en.wikipedia.org/wiki/Folded_normal_distribution

https://en.wikipedia.org/wiki/Inverse-Wishart_distribution

https://en.wikipedia.org/wiki/Student%27s_t-distribution

https://www.mathworks.com/matlabcentral/fileexchange/47912-markov-chain-monte-carlo-sampling-of-posterior-distribution

https://www.mathworks.com/help/stats/slicesample.html#bs6ufes-pdf

https://www.mathworks.com/matlabcentral/answers/619368-obtain-a-random-number-from-a-truncated-normal-distribution

https://www.mathworks.com/matlabcentral/fileexchange/23832-truncated-gaussian?s_tid=srchtitle

https://rss.onlinelibrary.wiley.com/doi/pdf/10.1111/rssb.12162

https://core.ac.uk/download/pdf/208304721.pdf

[sgbaird]

Probably either want to try log-normal for simplicity, or slicesample with the PDF of the truncated normal distribution.

[sgbaird]

Ended up going with a wrapper I wrote for mvrandn.m by Botev (2015)

[sgbaird]

This is also for a separate paper now with a separate repo (https://github.com/sgbaird-5dof/posterior-sampling)