Efficient Simulation of High Dimensional Gaussian Vectors.
Nabil KahaléPublished in: Math. Oper. Res. (2019)
Keyphrases
- high dimensional
- multi dimensional
- simulation model
- feature vectors
- dimensionality reduction
- computationally efficient
- mathematical model
- computationally expensive
- high dimensionality
- poisson distribution
- real time
- sparse data
- lower dimensional
- metric space
- simulation study
- data points
- control system
- image processing