A Fast and Accurate Numerical Method for the Left Tail of Sums of Independent Random Variables.
Nadhir Ben RachedHåkon HoelJohannes Vincent MeoPublished in: CoRR (2024)
Keyphrases
- random variables
- numerical methods
- identically distributed
- graphical models
- independent and identically distributed
- probability distribution
- statistically independent
- conditionally independent
- latent variables
- bayesian networks
- joint distribution
- conditional independence
- normal distribution
- conditional probabilities
- stochastic optimization problems
- random vectors
- distribution function
- differential equations
- finite element method
- boundary element method
- probabilistic inference
- image processing
- directed acyclic graph
- probabilistic graphical models
- joint probability distribution
- lead time
- finite element
- conditional distributions
- pairwise
- reinforcement learning