A fast procedure for generating exponential random variables.
M. Donald MacLarenGeorge MarsagliaT. A. BrayPublished in: Commun. ACM (1964)
Keyphrases
- random variables
- graphical models
- probability distribution
- conditional independence
- conditional probabilities
- bayesian networks
- joint distribution
- random vectors
- distribution function
- normal distribution
- stochastic optimization problems
- latent variables
- probability density
- additive noise
- probabilistic graphical models
- independent and identically distributed
- lead time
- stochastic processes
- conditional distribution
- conditionally independent
- statistically independent
- conditional distributions
- joint probability distribution
- evolutionary algorithm
- probabilistic inference
- marginal distributions
- belief propagation