anMC (Q97095)
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Compute High Dimensional Orthant Probabilities
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | anMC |
Compute High Dimensional Orthant Probabilities |
Statements
22 August 2023
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Computationally efficient method to estimate orthant probabilities of high-dimensional Gaussian vectors. Further implements a function to compute conservative estimates of excursion sets under Gaussian random field priors.
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