An \(O(N)\) algorithm for computing expectation of \(N\)-dimensional truncated multi-variate normal distribution. II: computing moments and sparse grid acceleration (Q2095529): Difference between revisions
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Revision as of 05:49, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An \(O(N)\) algorithm for computing expectation of \(N\)-dimensional truncated multi-variate normal distribution. II: computing moments and sparse grid acceleration |
scientific article |
Statements
An \(O(N)\) algorithm for computing expectation of \(N\)-dimensional truncated multi-variate normal distribution. II: computing moments and sparse grid acceleration (English)
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17 November 2022
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exponential covariance model
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sparse grids
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hierarchical algorithm
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low-dimensional structure
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low-rank structure
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truncated multi-variate normal distribution
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