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

Chaowen Zheng et al. (2022)

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DOI: 10.1007/S10444-022-09988-6

access: closed

type: Journal Article

metadata version: 2022-12-05

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Chaowen Zheng, Zhuochao Tang, Jingfang Huang, Yichao Wu:
An O(N) algorithm for computing expectation of N-dimensional truncated multi-variate normal distribution II: computing moments and sparse grid acceleration. Adv. Comput. Math. 48(6): 71 (2022)

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