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Efficient simulation of high dimensional Gaussian vectors
Kahalé, Nabil
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Mathematics of operations research
44
(
2019
)
1
,
pp. 58-73
Persistent link: https://www.econbiz.de/10012001060
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A single-phase, proximal path-following framework
Tran-Dinh, Quoc
;
Kyrillidis, Anastasios
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Cevher, Volkan
- In:
Mathematics of operations research
43
(
2018
)
4
,
pp. 1326-1347
Persistent link: https://www.econbiz.de/10011957090
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