ARTICLE Azzimonti_JCGS_2017/IDIAP Estimating orthant probabilities of high dimensional Gaussian vectors with an application to set estimation Azzimonti, Dario Ginsbourger, David Journal of Computational and Graphical Statistics 27 2 255-267 2018 http://amstat.tandfonline.com/doi/abs/10.1080/10618600.2017.1360781#.We8WLXaxWpo URL 10.1080/10618600.2017.1360781 doi