Calculation of orthant probabilities by the holonomic gradient method

被引：0

作者：

Graduate School of Information Science and Technology, University of Tokyo, Bunkyo ^{[1
]}

Tokyo

113-8656, Japan

不详 ^{[2
]}

Tokyo

113-8656, Japan

机构：

来源：

Jpn J. Ind. Appl. Math. | 1600年 / 1卷 / 187-204期

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Engineering Village;

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摘要：

Holonomic - Integrable connection - Multi-variate normal distributions - Numerical computations - Numerical performance - Orthant - Pfaffian - Recurrence relations

引用

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[1] Calculation of orthant probabilities by the holonomic gradient method
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