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Volumn 7, Issue 3, 1997, Pages 163-171

Application of numerical interval analysis to obtain self-validating results for multivariate probabilities in a massively parallel environment

Author keywords

Computer programming; Numerical analysis; Parallel computing

Indexed keywords


EID: 0042731244     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1018582017973     Document Type: Article
Times cited : (2)

References (17)
  • 1
    • 0043015717 scopus 로고
    • Interval arithmetic implementations using floating point arithmetic
    • Clemmesen, M. (1984) Interval arithmetic implementations using floating point arithmetic. ACM SIGNUM Newsletter, 19, No. 4, 2-8.
    • (1984) ACM SIGNUM Newsletter , vol.19 , Issue.4 , pp. 2-8
    • Clemmesen, M.1
  • 4
    • 0001341675 scopus 로고
    • Numerical computation of multivariate normal probabilities
    • Genz, A. (1992) Numerical computation of multivariate normal probabilities. Journal of Computational and Graphical Statistics, 1, 141-9.
    • (1992) Journal of Computational and Graphical Statistics , vol.1 , pp. 141-149
    • Genz, A.1
  • 11
    • 0026874578 scopus 로고
    • An efficient method for the numerical evaluation of partial derivatives of arbitrary order
    • Neidinger, R.D. (1992) An efficient method for the numerical evaluation of partial derivatives of arbitrary order. ACM Transactions on Mathematical Software, 18, 159-73.
    • (1992) ACM Transactions on Mathematical Software , vol.18 , pp. 159-173
    • Neidinger, R.D.1
  • 14
    • 0002398713 scopus 로고
    • Multivariate normal probabilities with error bound
    • Schervish, M.J. (1984) Multivariate normal probabilities with error bound. Applied Statistics, 33, 81-94.
    • (1984) Applied Statistics , vol.33 , pp. 81-94
    • Schervish, M.J.1
  • 16
    • 84963449349 scopus 로고
    • Comparison of algorithms for bivariate normal probability over a rectangle based on self-validating results from interval analysis
    • Wang, M. and Kennedy, W.J. (1990) Comparison of algorithms for bivariate normal probability over a rectangle based on self-validating results from interval analysis. Journal of Statistical Computation and Simulation, 37, 13-25.
    • (1990) Journal of Statistical Computation and Simulation , vol.37 , pp. 13-25
    • Wang, M.1    Kennedy, W.J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.