Another Useful Theorem for Non-Linear Transformations of Gaussian Random Variables
Paolo BanelliPublished in: CoRR (2011)
Keyphrases
- random variables
- normal distribution
- marginal distributions
- independent and identically distributed
- graphical models
- probability density
- statistically independent
- probability distribution
- bayesian networks
- conditional independence
- latent variables
- stochastic optimization problems
- joint distribution
- distribution function
- gaussian mixture
- maximum likelihood
- lead time
- conditional probabilities
- stochastic processes
- gaussian model
- gaussian mixture model
- random vectors
- additive noise
- kullback leibler divergence
- probabilistic graphical models
- conditionally independent
- directed acyclic graph
- gaussian distribution
- markov random field
- multiscale