Truncated multivariate normal distribution under linear and nonlinear constraints: Truncated Gaussian vectors

Key Points

• The aim is to explore the properties of truncated multivariate normal distribution under various constraints.
• Analysis of truncated multivariate normal distribution
• Examination of linear constraints on Gaussian vectors
• Evaluation of nonlinear constraints affecting Gaussian distributions
• Identified distinct behaviors of the distribution under linear and nonlinear constraints
• Provided theoretical insights into applications in statistical models