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"An O(N) algorithm for computing expectation of N-dimensional truncated ..."

Jingfang Huang et al. (2021)

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DOI: 10.1007/S10444-021-09888-1

access: closed

type: Journal Article

metadata version: 2022-07-15

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Jingfang Huang, Jian Cao, Fuhui Fang, Marc G. Genton, David E. Keyes, George Turkiyyah:
An O(N) algorithm for computing expectation of N-dimensional truncated multi-variate normal distribution I: fundamentals. Adv. Comput. Math. 47(5): 65 (2021)

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