Huang, Jingfang; Cao, Jian; Fang, Fuhui; Genton, Marc G.; Keyes, David E.; Turkiyyah, George An \(O(N)\) algorithm for computing expectation of \(N\)-dimensional truncated multi-variate normal distribution. I: Fundamentals. (English) Zbl 07400547 Adv. Comput. Math. 47, No. 5, Paper No. 65, 34 p. (2021). MSC: 03D20 34B27 62H10 65C60 65D30 65T40 PDFBibTeX XMLCite \textit{J. Huang} et al., Adv. Comput. Math. 47, No. 5, Paper No. 65, 34 p. (2021; Zbl 07400547) Full Text: DOI
Huang, Jingfang; Fang, Fuhui; Turkiyyah, George; Cao, Jian; Genton, Marc G.; Keyes, David E. O(N) Hierarchical algorithm for computing the expectations of truncated multi-variate normal distributions in N dimensions. arXiv:1809.08315 Preprint, arXiv:1809.08315 [math.NA] (2018). MSC: 03D20 34B27 62H10 65C60 65D30 65T40 BibTeX Cite \textit{J. Huang} et al., ``O(N) Hierarchical algorithm for computing the expectations of truncated multi-variate normal distributions in N dimensions'', Preprint, arXiv:1809.08315 [math.NA] (2018) Full Text: arXiv OA License
Coffey, Todd S.; Kelley, C. T.; Keyes, David E. Pseudotransient continuation and differential-algebraic equations. (English) Zbl 1048.65080 SIAM J. Sci. Comput. 25, No. 2, 553-569 (2003). Reviewer: Rudolf Scherer (Karlsruhe) MSC: 65L80 65H10 65H20 34A09 PDFBibTeX XMLCite \textit{T. S. Coffey} et al., SIAM J. Sci. Comput. 25, No. 2, 553--569 (2003; Zbl 1048.65080) Full Text: DOI