Mean and variance bounds and propagation for ill-specified random variables.
A. T. LangewischF. Fred ChoobinehPublished in: IEEE Trans. Syst. Man Cybern. Part A (2004)
Keyphrases
- random variables
- normal distribution
- variance reduction
- probability distribution
- graphical models
- distribution free
- set bounds propagation
- lower bound
- bayesian networks
- upper bound
- conditional independence
- upper and lower bounds
- conditional probabilities
- stochastic optimization problems
- latent variables
- probability density
- joint distribution
- lower and upper bounds
- distribution function
- failure rate
- probabilistic inference
- marginal distributions
- standard deviation
- covariance matrix
- stochastic processes
- probabilistic model
- conditional distributions
- correlation coefficient
- belief propagation