Bivariate conditioning approximations for multivariate normal probabilities.

Giang Trinh Alan Genz

Published in: Stat. Comput. (2015)

Keyphrases

multivariate normal
covariance matrix
covariance matrices
probability distribution
probability theory
conditional probabilities
possibility theory
probabilistic model
maximum likelihood
belief networks
machine learning
feature space
upper bound
multi class
graphical models