Browsing by Author "Raykar, Vikas C."

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    Fast weighted summation of erfc functions
    (2007-01-08) Raykar, Vikas C.; Duraiswami, Ramani; Krishnapuram, B.
    Abstract: Direct computation of the weighted sum of N complementary error functions at M points scales as O(MN). We present a O(M + N) $\epsilon$-exact approximation algorithm to compute the same.