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Hierarchical-block conditioning approximations for high-dimensional multivariate normal probabilities.
Jian Cao
Marc G. Genton
David E. Keyes
George M. Turkiyyah
Published in:
Stat. Comput. (2019)
Keyphrases
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multivariate normal
high dimensional
covariance matrix
probability distribution
low dimensional
variable selection
covariance matrices
nearest neighbor
similarity search
feature space
dimensionality reduction
high dimensionality
hierarchical structure