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Azzimonti, Dario Filippo; Ginsbourger, David (2018). Estimating orthant probabilities of high dimensional Gaussian vectors with an application to set estimation. Journal of computational and graphical statistics : JCGS, 27(2), pp. 255-267. American Statistical Association 10.1080/10618600.2017.1360781
Azzimonti, Dario Filippo; Bect, Julien; Chevalier, Clément; Ginsbourger, David (2016). Quantifying Uncertainties on Excursion Sets Under a Gaussian Random Field Prior. SIAM/ASA Journal on Uncertainty Quantification, 4(1), pp. 850-874. Society for Industrial and Applied Mathematics 10.1137/141000749