A novel series expansion for the multivariate normal probability integrals based on Fourier series.

Hatem A. Fayed Amir F. Atiya

Published in: Math. Comput. (2014)

Keyphrases

fourier series
series expansion
multivariate normal
spherical harmonics
basis functions
feedback loop
covariance matrix
covariance matrices
discrete fourier transform
reconstruction method
three dimensional
multiscale
image features
back projection