Linear-Cost Vecchia Approximation of Multivariate Normal Probabilities

DOI10.48550/ARXIV.2311.09426MaRDI QIDQ5977439arXivFDO

Authors Jian Cao, Matthias Katzfuss

Publication date 15 November 2023

Published in arXiv

Full work available at URL https://doi.org/10.48550/ARXIV.2311.09426

arXiv classification

stat.CO

Cited in

(1)

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