An \(O(N)\) algorithm for computing expectation of \(N\)-dimensional truncated multi-variate normal distribution. I: Fundamentals (Q2230582)
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scientific article; zbMATH DE number 7400547
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| English | An \(O(N)\) algorithm for computing expectation of \(N\)-dimensional truncated multi-variate normal distribution. I: Fundamentals |
scientific article; zbMATH DE number 7400547 |
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An \(O(N)\) algorithm for computing expectation of \(N\)-dimensional truncated multi-variate normal distribution. I: Fundamentals (English)
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24 September 2021
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exponential covariance model
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Fourier transform
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hierarchical algorithm
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low-dimensional structure
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low-rank structure
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truncated multi-variate normal distribution
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