On intersection volumes of confidence hyper-ellipsoids and two geometric Monte Carlo methods

DOI10.1515/MCMA-2021-2087MaRDI QIDQ2040469zbMATH OpenOpenAlexFDO

Authors Nima Rabiei, Elias G. Saleeby

Publication date 14 July 2021

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/mcma-2021-2087

zbMATH Keywords

confidence ellipsoidshyperellipsoidsintersection volumesMonte Carlo method

Mathematics Subject Classification ID

Convex sets in (n) dimensions (including convex hypersurfaces) (52A20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Monte Carlo methods (65C05)

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Cites work

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Cited in

(1)

• Nonlinear set membership filter with state estimation constraints via consensus-ADMM

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