Exploiting low-rank covariance structures for computing high-dimensional normal and Student-\(t\) probabilities (Q2029072)
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scientific article; zbMATH DE number 7354361
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| English | Exploiting low-rank covariance structures for computing high-dimensional normal and Student-\(t\) probabilities |
scientific article; zbMATH DE number 7354361 |
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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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0.8195829391479492
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0.7738904356956482
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0.7281524538993835
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0.7225546836853027
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