An O(N) algorithm for computing expectation of N-dimensional truncated multi-variate normal distribution I: fundamentals.
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| Title: | An O(N) algorithm for computing expectation of N-dimensional truncated multi-variate normal distribution I: fundamentals. |
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| Authors: | Huang, Jingfang1, huang@email.unc.edu, Cao, Jian2, Fang, Fuhui1, Genton, Marc G.2, Keyes, David E.2, Turkiyyah, George3 |
| Source: | Advances in Computational Mathematics; Oct2021, Vol. 47 Issue 5, p1-34, 34p |
| Database: | Applied Science & Technology Source |
| ISSN: | 10197168 |
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| DOI: | 10.1007/s10444-021-09888-1 |
