An \(O(N)\) algorithm for computing expectation of \(N\)-dimensional truncated multi-variate normal distribution. II: computing moments and sparse grid acceleration
type: Item
instance of: scholarly article
title: An \(O(N)\) algorithm for computing expectation of \(N\)-dimensional truncated multi-variate normal distribution. II: computing moments and sparse grid acceleration
author: Chaowen Zheng
author: Zhuochao Tang
author: Jingfang Huang
author: Yichao Wu
published in: Advances in Computational Mathematics
publication date: 2022-11-17T00:00:00Z
Mathematics Subject Classification ID: 03D20
Mathematics Subject Classification ID: 41A30
Mathematics Subject Classification ID: 62H10
Mathematics Subject Classification ID: 65C60
Mathematics Subject Classification ID: 65D30
Mathematics Subject Classification ID: 65T40
zbMATH DE Number: 7618974
zbMATH Keywords: exponential covariance model
zbMATH Keywords: sparse grids
zbMATH Keywords: hierarchical algorithm
zbMATH Keywords: low-dimensional structure
zbMATH Keywords: low-rank structure
zbMATH Keywords: truncated multi-variate normal distribution
describes a project that uses: Sparse grids Matlab kit
MaRDI profile type: Publication
full work available at URL: s10444-022-09988-6
OpenAlex ID: W4308113502
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DOI: 10.1007/S10444-022-09988-6
description: scientific article; zbMATH DE number 7618974