Generating correlated matrix exponential random variables.
Sue FitzgeraldJerry PlaceAppie van de LiefvoortPublished in: Adv. Eng. Softw. (2006)
Keyphrases
- random variables
- independent and identically distributed
- graphical models
- statistically independent
- probability distribution
- latent variables
- joint distribution
- bayesian networks
- marginal distributions
- conditional independence
- stochastic optimization problems
- conditionally independent
- stochastic processes
- conditional distribution
- directed acyclic graph
- distribution function
- conditional distributions
- additive noise
- lead time
- probabilistic graphical models
- random vectors
- continuous variables
- probability density
- maximum likelihood
- objective function