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Exploiting Low Rank Covariance Structures for Computing High-Dimensional
  Normal and Student-$t$ Probabilities

Exploiting Low Rank Covariance Structures for Computing High-Dimensional Normal and Student-ttt Probabilities

25 March 2020
JIAN-PENG Cao
M. Genton
David E. Keyes
G. Turkiyyah
ArXivPDFHTML

Papers citing "Exploiting Low Rank Covariance Structures for Computing High-Dimensional Normal and Student-$t$ Probabilities"

1 / 1 papers shown
Title
Scalable computation of predictive probabilities in probit models with
  Gaussian process priors
Scalable computation of predictive probabilities in probit models with Gaussian process priors
JIAN-PENG Cao
Daniele Durante
M. Genton
31
11
0
03 Sep 2020
1