Exploiting low-rank covariance structures for computing high-dimensional normal and Student-\(t\) probabilities (Q2029072)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Exploiting low-rank covariance structures for computing high-dimensional normal and Student-t probabilities |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Exploiting low-rank covariance structures for computing high-dimensional normal and Student-\(t\) probabilities |
scientific article |
Statements
Exploiting low-rank covariance structures for computing high-dimensional normal and Student-\(t\) probabilities (English)
0 references
3 June 2021
0 references
block reordering
0 references
hierarchical matrix
0 references
skew-normal random field
0 references
tile-low-rank matrix
0 references
0 references
0 references
0 references
0 references
0 references
0.8195829391479492
0 references
0.7738904356956482
0 references
0.7281524538993835
0 references
0.7225546836853027
0 references
