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stat.CO2020★ 1 cited
Scalable computation of predictive probabilities in probit models with Gaussian process priors
Jian Cao, Daniele Durante, Marc G. Genton
Predictive models for binary data are fundamental in various fields, and the growing complexity of modern applications has motivated several flexible specifications for modeling th…
stat.CO2020★ 2 cited
Exploiting Low Rank Covariance Structures for Computing High-Dimensional Normal and Student- Probabilities
Jian Cao, Marc G. Genton, David E. Keyes +1
We present a preconditioned Monte Carlo method for computing high-dimensional multivariate normal and Student- probabilities arising in spatial statistics. The approach combines…