Exploiting low-rank covariance structures for computing high-dimensional normal and Student-\(t\) probabilities (Q2029072)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exploiting low-rank covariance structures for computing high-dimensional normal and Student-\(t\) probabilities |
scientific article |
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Exploiting low-rank covariance structures for computing high-dimensional normal and Student-\(t\) probabilities (English)
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3 June 2021
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block reordering
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hierarchical matrix
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skew-normal random field
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tile-low-rank matrix
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