{"id":"https://openalex.org/W3197024598","doi":"https://doi.org/10.1007/s10444-021-09888-1","title":"An O(N) algorithm for computing expectation of N-dimensional truncated multi-variate normal distribution I: fundamentals","display_name":"An O(N) algorithm for computing expectation of N-dimensional truncated multi-variate normal distribution I: fundamentals","publication_year":2021,"publication_date":"2021-09-01","ids":{"openalex":"https://openalex.org/W3197024598","doi":"https://doi.org/10.1007/s10444-021-09888-1","mag":"3197024598"},"language":"en","primary_location":{"id":"doi:10.1007/s10444-021-09888-1","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10444-021-09888-1","pdf_url":null,"source":{"id":"https://openalex.org/S57050787","display_name":"Advances in Computational Mathematics","issn_l":"1019-7168","issn":["1019-7168","1572-9044"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Advances in Computational Mathematics","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5103071826","display_name":"Jingfang Huang","orcid":"https://orcid.org/0000-0002-6720-8389"},"institutions":[{"id":"https://openalex.org/I114027177","display_name":"University of North Carolina at Chapel Hill","ror":"https://ror.org/0130frc33","country_code":"US","type":"education","lineage":["https://openalex.org/I114027177"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Jingfang Huang","raw_affiliation_strings":["University of North Carolina, Chapel Hill, North Carolina, USA"],"affiliations":[{"raw_affiliation_string":"University of North Carolina, Chapel Hill, North Carolina, USA","institution_ids":["https://openalex.org/I114027177"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100648783","display_name":"Jian Cao","orcid":"https://orcid.org/0000-0003-1609-4921"},"institutions":[{"id":"https://openalex.org/I71920554","display_name":"King Abdullah University of Science and Technology","ror":"https://ror.org/01q3tbs38","country_code":"SA","type":"education","lineage":["https://openalex.org/I71920554"]}],"countries":["SA"],"is_corresponding":false,"raw_author_name":"Jian Cao","raw_affiliation_strings":["King Abdullah University of Science and Technology, Thuwal, Saudi Arabia"],"affiliations":[{"raw_affiliation_string":"King Abdullah University of Science and Technology, Thuwal, Saudi Arabia","institution_ids":["https://openalex.org/I71920554"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5008332631","display_name":"Fuhui Fang","orcid":null},"institutions":[{"id":"https://openalex.org/I114027177","display_name":"University of North Carolina at Chapel Hill","ror":"https://ror.org/0130frc33","country_code":"US","type":"education","lineage":["https://openalex.org/I114027177"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Fuhui Fang","raw_affiliation_strings":["University of North Carolina, Chapel Hill, North Carolina, USA"],"affiliations":[{"raw_affiliation_string":"University of North Carolina, Chapel Hill, North Carolina, USA","institution_ids":["https://openalex.org/I114027177"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5027166101","display_name":"Marc G. Genton","orcid":"https://orcid.org/0000-0001-6467-2998"},"institutions":[{"id":"https://openalex.org/I71920554","display_name":"King Abdullah University of Science and Technology","ror":"https://ror.org/01q3tbs38","country_code":"SA","type":"education","lineage":["https://openalex.org/I71920554"]}],"countries":["SA"],"is_corresponding":false,"raw_author_name":"Marc G. Genton","raw_affiliation_strings":["King Abdullah University of Science and Technology, Thuwal, Saudi Arabia"],"affiliations":[{"raw_affiliation_string":"King Abdullah University of Science and Technology, Thuwal, Saudi Arabia","institution_ids":["https://openalex.org/I71920554"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5021283893","display_name":"David E. Keyes","orcid":"https://orcid.org/0000-0002-4052-7224"},"institutions":[{"id":"https://openalex.org/I71920554","display_name":"King Abdullah University of Science and Technology","ror":"https://ror.org/01q3tbs38","country_code":"SA","type":"education","lineage":["https://openalex.org/I71920554"]}],"countries":["SA"],"is_corresponding":false,"raw_author_name":"David E. Keyes","raw_affiliation_strings":["King Abdullah University of Science and Technology, Thuwal, Saudi Arabia"],"affiliations":[{"raw_affiliation_string":"King Abdullah University of Science and Technology, Thuwal, Saudi Arabia","institution_ids":["https://openalex.org/I71920554"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5066773923","display_name":"George Turkiyyah","orcid":"https://orcid.org/0000-0002-1692-5812"},"institutions":[{"id":"https://openalex.org/I98635879","display_name":"American University of Beirut","ror":"https://ror.org/04pznsd21","country_code":"LB","type":"education","lineage":["https://openalex.org/I98635879"]}],"countries":["LB"],"is_corresponding":false,"raw_author_name":"George Turkiyyah","raw_affiliation_strings":["American University of Beirut, Beirut, Lebanon"],"affiliations":[{"raw_affiliation_string":"American University of Beirut, Beirut, Lebanon","institution_ids":["https://openalex.org/I98635879"]}]}],"institutions":[],"countries_distinct_count":3,"institutions_distinct_count":6,"corresponding_author_ids":["https://openalex.org/A5103071826"],"corresponding_institution_ids":["https://openalex.org/I114027177"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":0.1498,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.52170683,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"47","issue":"5","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10739","display_name":"Electromagnetic Scattering and Analysis","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/3107","display_name":"Atomic and Molecular Physics, and Optics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10739","display_name":"Electromagnetic Scattering and Analysis","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/3107","display_name":"Atomic and Molecular Physics, and Optics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12404","display_name":"Mathematical Approximation and Integration","score":0.9973999857902527,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10792","display_name":"Matrix Theory and Algorithms","score":0.9947999715805054,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6904388666152954},{"id":"https://openalex.org/keywords/fast-fourier-transform","display_name":"Fast Fourier transform","score":0.6386629343032837},{"id":"https://openalex.org/keywords/matrix","display_name":"Matrix (chemical analysis)","score":0.5950155258178711},{"id":"https://openalex.org/keywords/rank","display_name":"Rank (graph theory)","score":0.5948537588119507},{"id":"https://openalex.org/keywords/combinatorics","display_name":"Combinatorics","score":0.5144758224487305},{"id":"https://openalex.org/keywords/inverse","display_name":"Inverse","score":0.4559836685657501},{"id":"https://openalex.org/keywords/distribution","display_name":"Distribution (mathematics)","score":0.4412861764431},{"id":"https://openalex.org/keywords/positive-definite-matrix","display_name":"Positive-definite matrix","score":0.4317765235900879},{"id":"https://openalex.org/keywords/diagonal","display_name":"Diagonal","score":0.42368900775909424},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.39970454573631287},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.2559449076652527},{"id":"https://openalex.org/keywords/geometry","display_name":"Geometry","score":0.11832010746002197},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.11809799075126648},{"id":"https://openalex.org/keywords/eigenvalues-and-eigenvectors","display_name":"Eigenvalues and eigenvectors","score":0.08137467503547668}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6904388666152954},{"id":"https://openalex.org/C75172450","wikidata":"https://www.wikidata.org/wiki/Q623950","display_name":"Fast Fourier transform","level":2,"score":0.6386629343032837},{"id":"https://openalex.org/C106487976","wikidata":"https://www.wikidata.org/wiki/Q685816","display_name":"Matrix (chemical analysis)","level":2,"score":0.5950155258178711},{"id":"https://openalex.org/C164226766","wikidata":"https://www.wikidata.org/wiki/Q7293202","display_name":"Rank (graph theory)","level":2,"score":0.5948537588119507},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.5144758224487305},{"id":"https://openalex.org/C207467116","wikidata":"https://www.wikidata.org/wiki/Q4385666","display_name":"Inverse","level":2,"score":0.4559836685657501},{"id":"https://openalex.org/C110121322","wikidata":"https://www.wikidata.org/wiki/Q865811","display_name":"Distribution (mathematics)","level":2,"score":0.4412861764431},{"id":"https://openalex.org/C49712288","wikidata":"https://www.wikidata.org/wiki/Q77601250","display_name":"Positive-definite matrix","level":3,"score":0.4317765235900879},{"id":"https://openalex.org/C130367717","wikidata":"https://www.wikidata.org/wiki/Q189791","display_name":"Diagonal","level":2,"score":0.42368900775909424},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.39970454573631287},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.2559449076652527},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.11832010746002197},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.11809799075126648},{"id":"https://openalex.org/C158693339","wikidata":"https://www.wikidata.org/wiki/Q190524","display_name":"Eigenvalues and eigenvectors","level":2,"score":0.08137467503547668},{"id":"https://openalex.org/C159985019","wikidata":"https://www.wikidata.org/wiki/Q181790","display_name":"Composite material","level":1,"score":0.0},{"id":"https://openalex.org/C192562407","wikidata":"https://www.wikidata.org/wiki/Q228736","display_name":"Materials science","level":0,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10444-021-09888-1","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10444-021-09888-1","pdf_url":null,"source":{"id":"https://openalex.org/S57050787","display_name":"Advances in Computational Mathematics","issn_l":"1019-7168","issn":["1019-7168","1572-9044"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Advances in Computational Mathematics","raw_type":"journal-article"},{"id":"pmh:oai:repository.kaust.edu.sa:10754/671102","is_oa":false,"landing_page_url":"http://hdl.handle.net/10754/671102","pdf_url":null,"source":{"id":"https://openalex.org/S4306401596","display_name":"King Abdullah University of Science and Technology Repository (King Abdullah University of Science and Technology)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I71920554","host_organization_name":"King Abdullah University of Science and Technology","host_organization_lineage":["https://openalex.org/I71920554"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G3081131330","display_name":null,"funder_award_id":"DMS1821093","funder_id":"https://openalex.org/F4320337380","funder_display_name":"Division of Mathematical Sciences"}],"funders":[{"id":"https://openalex.org/F4320337380","display_name":"Division of Mathematical Sciences","ror":"https://ror.org/051fftw81"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":58,"referenced_works":["https://openalex.org/W180233418","https://openalex.org/W621293842","https://openalex.org/W1482929617","https://openalex.org/W1541633373","https://openalex.org/W1569304948","https://openalex.org/W1596511688","https://openalex.org/W1646309082","https://openalex.org/W1690342249","https://openalex.org/W1871221873","https://openalex.org/W1891298814","https://openalex.org/W1940191795","https://openalex.org/W1967173056","https://openalex.org/W1969902605","https://openalex.org/W1983695700","https://openalex.org/W1990081118","https://openalex.org/W1994828281","https://openalex.org/W2005221237","https://openalex.org/W2012300893","https://openalex.org/W2018419001","https://openalex.org/W2061171222","https://openalex.org/W2061549846","https://openalex.org/W2061750459","https://openalex.org/W2074823092","https://openalex.org/W2083206954","https://openalex.org/W2083845086","https://openalex.org/W2085893390","https://openalex.org/W2091280316","https://openalex.org/W2093031124","https://openalex.org/W2096070062","https://openalex.org/W2102828893","https://openalex.org/W2117482184","https://openalex.org/W2117756735","https://openalex.org/W2117804954","https://openalex.org/W2125439985","https://openalex.org/W2127981460","https://openalex.org/W2132820941","https://openalex.org/W2137554980","https://openalex.org/W2139421962","https://openalex.org/W2142863015","https://openalex.org/W2150991310","https://openalex.org/W2151317657","https://openalex.org/W2159968772","https://openalex.org/W2163490846","https://openalex.org/W2165298027","https://openalex.org/W2288838258","https://openalex.org/W2290364503","https://openalex.org/W2301321238","https://openalex.org/W2465355504","https://openalex.org/W2753172549","https://openalex.org/W2903438899","https://openalex.org/W2903509608","https://openalex.org/W2950678188","https://openalex.org/W2962769545","https://openalex.org/W2973391561","https://openalex.org/W3106380050","https://openalex.org/W4251206037","https://openalex.org/W6600241969","https://openalex.org/W6635142151"],"related_works":["https://openalex.org/W1502458949","https://openalex.org/W2323830966","https://openalex.org/W2362838148","https://openalex.org/W188032563","https://openalex.org/W2135584473","https://openalex.org/W2359279826","https://openalex.org/W1515038401","https://openalex.org/W4294621063","https://openalex.org/W1963750522","https://openalex.org/W2017873555"],"abstract_inverted_index":null,"counts_by_year":[{"year":2022,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}