High-dimensional Gaussian sampling: a review and a unifying approach based on a stochastic proximal point algorithm. Vono, M., Dobigeon, N., & Chainais, P. SIAM Review, 2021.
High-dimensional Gaussian sampling: a review and a unifying approach based on a stochastic proximal point algorithm [link]Paper  bibtex   
@Article{Vono_SIREV_2021,
  author       = {M. Vono and N. Dobigeon and P. Chainais},
  title        = {High-dimensional {G}aussian sampling: a review and a unifying approach based on a stochastic proximal point algorithm},
  journal      = {SIAM Review},  
  year         = {2021},
  volume       = {},
  number       = {},  
  pages        = {},
  url          = {http://arxiv.org/abs/2010.01510/},
  type		   = {International journals},  
}

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