Modelling correlated random variables.
Ilya M. SobolE. E. MyshetskayaPublished in: Monte Carlo Methods Appl. (2003)
Keyphrases
- random variables
- graphical models
- probability distribution
- independent and identically distributed
- statistically independent
- conditional independence
- distribution function
- joint distribution
- latent variables
- bayesian networks
- normal distribution
- conditional distribution
- conditionally independent
- stochastic optimization problems
- conditional probabilities
- additive noise
- marginal distributions
- random vectors
- probability density
- lead time
- stochastic processes
- failure rate
- continuous variables
- test statistic
- covariance matrix
- steady state
- evolutionary algorithm