O(N) Hierarchical algorithm for computing the expectations of truncated multi-variate normal distributions in N dimensions

Fuente: arXiv

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Bibliographic Details
Main Authors:	Huang, Jingfang, Fang, Fuhui, Turkiyyah, George, Cao, Jian, Genton, Marc G., Keyes, David E.
Format:	Preprint
Published:	2018
Subjects:	Numerical Analysis 03D20, 34B27, 62H10, 65C60, 65D30, 65T40
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/1809.08315