Estimation method of multivariate exponential probabilities based on a simplex coordinates transform (Q3564766)
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English | Estimation method of multivariate exponential probabilities based on a simplex coordinates transform |
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Estimation method of multivariate exponential probabilities based on a simplex coordinates transform (English)
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26 May 2010
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multivariate exponential distribution
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Monte Carlo numerical integration
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variance
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ray-convex set
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radially shaped set
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simplex transformation
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statistical efficiency
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algorithm
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dimension reduction
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