Fast computation of high-dimensional multivariate normal probabilities.

Ioannis Phinikettos Axel Gandy

Published in: Comput. Stat. Data Anal. (2011)

Keyphrases

high dimensional
multivariate normal
low dimensional
similarity search
sparse data
dimensionality reduction
covariance matrices
nearest neighbor
multi dimensional
metric space
high dimensionality
covariance matrix
probability distribution
machine learning
lower bound
computational complexity
face recognition