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Computation of Sharp Bounds on the Expected Value of a Supermodular Function of Risks with Given Marginals.
Giovanni Puccetti
Ludger Rüschendorf
Published in:
Commun. Stat. Simul. Comput. (2015)
Keyphrases
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risk management
upper bound
worst case bounds
lower bound
lower and upper bounds
expected error
large deviations
graphical models
decision making
worst case
message passing
belief propagation
simulated annealing
upper and lower bounds
closed form expressions
bayesian networks
information systems