Efficient Simulation of High Dimensional Gaussian Vectors
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Publication:5219708
DOI10.1287/moor.2017.0914OpenAlexW2950429661WikidataQ129289386 ScholiaQ129289386MaRDI QIDQ5219708
Publication date: 12 March 2020
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1702.08738
Uses Software
Cites Work
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