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, 64(1):3–56, 2022. bibtex @Article{Vono_SIREV_2022,
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 = {2022},
volume = {64},
number = {1},
pages = {3--56},
webpage = {https://github.com/mvono/PyGauss},
type = {International journals},
}
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