Variance properties of sample path derivatives of parametric random variables.
Jian-Qiang HuPublished in: Oper. Res. Lett. (1992)
Keyphrases
- stationary points
- sample path
- random variables
- graphical models
- normal distribution
- probability distribution
- mathematical programming
- conditional independence
- joint distribution
- latent variables
- conditional probabilities
- independent and identically distributed
- bayesian networks
- stochastic processes
- higher order
- asymptotic analysis
- learning algorithm
- marginal distributions
- reinforcement learning