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Sunday, 07/28/2019
Computing High-Dimensional Normal and Student-T Probabilities with Tile-Low-Rank Quasi-Monte Carlo and Block Reordering
Jian Cao, King Abdullah University of Science and Technology; Marc Genton, King Abdullah University of Science and Technology; David Keyes, King Abdullah University of Science and Technology; George Turkiyyah, American University of Beirut
3:05 PM