An O(N) algorithm for computing expectation of N-dimensional truncated multi-variate normal distribution I: fundamentals.

Fri, 01 Jan 2021 00:00:00 +0100

Jingfang Huang , Jian Cao , Fuhui Fang, Marc G. Genton , David E. Keyes , George Turkiyyah:
An O(N) algorithm for computing expectation of N-dimensional truncated multi-variate normal distribution I: fundamentals. Adv. Comput. Math. 47(5): 65 (2021)