Hierarchical-block conditioning approximations for high-dimensional multivariate normal probabilities.

Tue, 01 Jan 2019 00:00:00 +0100

Jian Cao , Marc G. Genton , David E. Keyes , George M. Turkiyyah :
Hierarchical-block conditioning approximations for high-dimensional multivariate normal probabilities. Stat. Comput. 29(3): 585-598 (2019)