What is the expected value of sine of a multivariate Gaussian with non-diagonal covariance matrix?

38 Views Asked by At

I have a multivariate gaussian $\mathbf{x}$ with mean vector $\mathbf{\mu}$ and covariance matrix $\Sigma$, where $\Sigma$ is non-diagonal. What is the expected value of sin of $\mathbf{x}$? $$\mathbb{E}_{\mathbf{x} \sim \mathcal{N}(\mathbf{\mu}, \Sigma)}[\sin(\mathbf{x})] = ?$$