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

Published Online: 2021-09-01

Published Print: 2021-10

Authors

Huang, Jingfang https://orcid.org/0000-0002-6720-8389
Cao, Jian

Fang, Fuhui

Genton, Marc G.

Keyes, David E.

Turkiyyah, George
Funding

Funding for this research was provided by:

Division of Mathematical Sciences (DMS1821093)
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Text and Data Mining valid from 2021-09-01

Version of Record valid from 2021-09-01
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Article History

Received: 29 December 2020

Accepted: 22 July 2021

First Online: 1 September 2021

Document is current