Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation
type: Item
instance of: scholarly article
title: Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation
DOI: 10.1080/10618600.2017.1360781
author: Dario Filippo Azzimonti
author: D. Ginsbourger
published in: Journal of Computational and Graphical Statistics
publication date: 2022-03-28T00:00:00Z
full work available at URL: mainArticle.pdf
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7498944
zbMATH Keywords: conservative set estimation
zbMATH Keywords: Gaussian probabilities
zbMATH Keywords: Gaussian random fields
zbMATH Keywords: Monte Carlo
describes a project that uses: tmg
describes a project that uses: mvtnorm
describes a project that uses: KrigInv
describes a project that uses: TOMS659
describes a project that uses: R
describes a project that uses: AS 195
describes a project that uses: Orthants
describes a project that uses: QSIMVN
describes a project that uses: ggplot2
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W2301321238
cites work: OH Radical-Initiated Reaction of 3-Hexene-2,5-dione: Formation of Methylglyoxal
cites work: Sequential design of computer experiments for the estimation of a probability of failure
cites work: Excursion and Contour Uncertainty Regions for Latent Gaussian Models
cites work: Algorithm 659
cites work: \textit{KrigInv}: an efficient and user-friendly implementation of batch-sequential inversion strategies based on kriging
cites work: A Simple Approximation for Bivariate and Trivariate Normal Integrals
cites work: A New Reconstruction of Multivariate Normal Orthant Probabilities
cites work: Spatio-temporal exceedance locations and confidence regions
cites work: Computation of multivariate normal and \(t\) probabilities
cites work: Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results
cites work: Q3234488
cites work: Some results on the multivariate truncated normal distribution
cites work: Methods of Reducing Sample Size in Monte Carlo Computations
cites work: Monte Carlo and quasi-Monte Carlo sampling
cites work: The Evaluation of General Non-Centred Orthant Probabilities
cites work: Theory of Random Sets
cites work: THE MONTE CARLO EVALUATION OF ORTHANT PROBABILITIES FOR MULTIVARIATE NORMAL DISTRIBUTIONS
cites work: Tables for Computing Bivariate Normal Probabilities
cites work: Q3394879
cites work: Computation of Gaussian orthant probabilities in high dimension
cites work: Design and analysis of computer experiments. With comments and a rejoinder by the authors
cites work: Algorithm AS 195: Multivariate Normal Probabilities with Error Bound
cites work: The multivariate normal distribution
cites work: Q3629037
Recommended article: Computation of Gaussian orthant probabilities in high dimension
Recommended article: Gaussian approximations in high dimensional estimation
Recommended article: Estimation in High Dimensions: A Geometric Perspective
Recommended article: Parameter estimation in high dimensional Gaussian distributions
Recommended article: Q3515799
Recommended article: Evaluation of Gaussian orthant probabilities based on orthogonal projections to subspaces
Recommended article: On universal oracle inequalities related to high-dimensional linear models
Recommended article: Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
Recommended article: On a statistical framework for estimation from random set observations
Recommended article: Confidence Sets Based on Thresholding Estimators in High-Dimensional Gaussian Regression Models
description: scientific article; zbMATH DE number 7498944