Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation
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Publication:3391109
DOI10.1080/10618600.2017.1360781OpenAlexW2301321238MaRDI QIDQ3391109
Dario Filippo Azzimonti, David Ginsbourger
Publication date: 28 March 2022
Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)
Full work available at URL: https://boris.unibe.ch/112863/1/mainArticle.pdf
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Uses Software
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