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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An \(O(N)\) algorithm for computing expectation of \(N\)-dimensional truncated multi-variate normal distribution. II: computing moments and sparse grid acceleration
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    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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