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.
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
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DbLabel: Applied Science & Technology Source
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PubType: Academic Journal
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PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=aci&AN=152218710
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        Value: 10.1007/s10444-021-09888-1
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              Text: Oct2021
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              Y: 2021
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