Computation of Multivariate Normal and t Probabilities

DOI10.1007/978-3-642-01689-9MaRDI QIDQ81367FDO

Authors Alan Genz, Frank Bretz

Publication date 2009

Full work available at URL https://doi.org/10.1007/978-3-642-01689-9

Cited in

(2)

• Randomized quasi-Monte Carlo integration
• Constrained Probabilistic Numerics: Gaussian Process Solvers for Linear PDEs under Linear Inequality Constraints

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