IEEE - Institute of Electrical and Electronics Engineers, Inc. - Sampling from the Multivariate Gaussian Distribution using Reconfigurable Hardware

15th Annual IEEE Symposium on Field-Programmable Custom Computing Machines (FCCM 2007)

Author(s): D.B. Thomas ; W. Luk
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 April 2007
Conference Location: Napa, CA, USA
Conference Date: 23 April 2007
Page(s): 3 - 12
ISBN (Paper): 978-0-7695-2940-0
DOI: 10.1109/FCCM.2007.55
Regular:

The multivariate Gaussian distribution models random processes as vectors of Gaussian samples with a fixed correlation matrix. Such distributions are useful for modelling real-world multivariate... View More

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