A Vecchia Approximation for High-Dimensional Gaussian Cumulative Distribution Functions Arising from Spatial Data

30 July 2020

Papers citing "A Vecchia Approximation for High-Dimensional Gaussian Cumulative Distribution Functions Arising from Spatial Data"

2 / 2 papers shown

Title
Scalable Sampling of Truncated Multivariate Normals Using Sequential Nearest-Neighbor Approximation Jian Cao Matthias Katzfuss 44 0 0 25 Jun 2024
Linear-Cost Vecchia Approximation of Multivariate Normal Probabilities Jian Cao Matthias Katzfuss 71 1 0 15 Nov 2023