"High-Dimensional Gaussian Sampling: A Review and a Unifying Approach Based ..."

Maxime Vono, Nicolas Dobigeon, Pierre Chainais (2022)

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DOI: 10.1137/20M1371026

access: closed

type: Journal Article

metadata version: 2022-07-25

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Maxime Vono, Nicolas Dobigeon, Pierre Chainais:
High-Dimensional Gaussian Sampling: A Review and a Unifying Approach Based on a Stochastic Proximal Point Algorithm. SIAM Rev. 64(1): 3-56 (2022)

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