Sampling According to the Multivariate Normal Density.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/conf/focs/KannanL96
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Sampling According to the Multivariate Normal Density.
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Markov processes; multivariate normal density; n dependent random variables; positive definite matrix; random variables; positive orthant; probability density; polynomial time; rapidly mixing Markov Chains; geometric property; isoperimetric inequality; log-concave functions; convex set
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Sampling According to the Multivariate Normal Density.
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