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tlrmvnmvt: Computing High-Dimensional Multivariate Normal and Student- t Probabilities with Low-Rank Methods in R.

Jian CaoMarc G. GentonDavid E. KeyesGeorge M. Turkiyyah
Published in: J. Stat. Softw. (2022)
Keyphrases
  • low rank
  • high dimensional
  • high dimensional data
  • pattern recognition
  • feature space
  • multi class
  • high order
  • spectral clustering