Behavior of the NORTA method for correlated random vector generation as the dimension increases (Q4564837)
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scientific article; zbMATH DE number 6886342
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| English | Behavior of the NORTA method for correlated random vector generation as the dimension increases |
scientific article; zbMATH DE number 6886342 |
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Behavior of the NORTA method for correlated random vector generation as the dimension increases (English)
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12 June 2018
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NORTA method
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onion method
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sampling random matrices
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semidefinite programming
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0.8272773027420044
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0.8179740905761719
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0.8071699738502502
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0.7983707189559937
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0.7919881343841553
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