Exploiting low-rank covariance structures for computing high-dimensional normal and Student-\(t\) probabilities
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Publication:2029072
DOI10.1007/s11222-020-09978-yzbMath1461.62014arXiv2003.11183OpenAlexW3120490467MaRDI QIDQ2029072
David E. Keyes, Marc G. Genton, Jian Cao, George M. Turkiyyah
Publication date: 3 June 2021
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.11183
Computational methods for problems pertaining to statistics (62-08) Inference from spatial processes (62M30) Monte Carlo methods (65C05)
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