Parallel Approximations for High-Dimensional Multivariate Normal Probability Computation in Confidence Region Detection Applications.

Mon, 01 Jan 2024 00:00:00 +0100

Xiran Zhang, Sameh Abdulah, Jian Cao, Hatem Ltaief , Ying Sun, Marc G. Genton, David E. Keyes:
Parallel Approximations for High-Dimensional Multivariate Normal Probability Computation in Confidence Region Detection Applications. CoRR abs/2405.14892 (2024)