Estimating orthant probabilities of high dimensional Gaussian vectors with an application to set estimation
2017
Details
Title
Estimating orthant probabilities of high dimensional Gaussian vectors with an application to set estimation
Author(s)
Azzimonti, Dario ; Ginsbourger, David
Published in
Journal of Computational and Graphical Statistics
Volume
27
Issue
2
Pages
255-267
Date
2017
Additional link
URL
Laboratories
LIDIAP
Record Appears in
Scientific production and competences > STI - School of Engineering > IEM - Institut d'Electricité et de Microtechnique > LIDIAP - L'IDIAP Laboratory
Scientific production and competences > Euler Center for Signal Processing
Peer-reviewed publications
Work produced at EPFL
Journal Articles
Published
Scientific production and competences > Euler Center for Signal Processing
Peer-reviewed publications
Work produced at EPFL
Journal Articles
Published
Record creation date
2017-11-19