Improved Approximation of the Sum of Random Vectors by the Skew Normal Distribution.
Marcus C. ChristiansenNicola LoperfidoPublished in: J. Appl. Probab. (2014)
Keyphrases
- normal distribution
- random vectors
- random variables
- standard deviation
- probability distribution
- graphical models
- covariance matrix
- probability density function
- joint distribution
- bayesian networks
- objective function
- conditional probabilities
- high dimensional
- np hard
- unsupervised learning
- utility function
- gaussian distribution
- reinforcement learning
- multiscale