{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/fast-simulation-of-hyperplane-truncated","title":"Fast Simulation of Hyperplane-Truncated Multivariate Normal Distributions","arxiv_id":"1607.04751","date":"2016-07-16","proceeding":null,"authors":["Yulai Cong","Bo Chen","Mingyuan Zhou"],"abstract":"We introduce a fast and easy-to-implement simulation algorithm for a multivariate normal distribution truncated on the intersection of a set of hyperplanes, and further generalize it to efficiently simulate random variables from a multivariate normal distribution whose covariance (precision) matrix can be decomposed as a positive-definite matrix minus (plus) a low-rank symmetric matrix. Example results illustrate the correctness and efficiency of the proposed simulation algorithms.","url_abs":"http://arxiv.org/abs/1607.04751v2","url_pdf":"http://arxiv.org/pdf/1607.04751v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"links_only","authors_date_abstract":"arXiv metadata, CC0 1.0 (https://info.arxiv.org/help/license), from the Kaggle arXiv metadata snapshot of 2026-09-12"},"code_links":[{"paper_slug":"fast-simulation-of-hyperplane-truncated","repo_url":"https://github.com/zoj613/htnorm","is_official":0,"mentioned_in_paper":0,"mentioned_in_github":0,"framework":"none","reach":{"status":"ok","spdx":"BSD-3-Clause"}}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}