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
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s10444-022-09988-6 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4308113502 / rank | |||
Normal rank | |||
Revision as of 01:44, 20 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)
0 references
17 November 2022
0 references
exponential covariance model
0 references
sparse grids
0 references
hierarchical algorithm
0 references
low-dimensional structure
0 references
low-rank structure
0 references
truncated multi-variate normal distribution
0 references
