Approximation of some moments in eigenvalue problem including some random variables and its application.
Shinichi KawaiPublished in: Comput. Stat. Data Anal. (2004)
Keyphrases
- random variables
- graphical models
- probability distribution
- latent variables
- normal distribution
- least squares
- conditional independence
- stochastic processes
- conditional probabilities
- joint distribution
- stochastic optimization problems
- conditional distributions
- distribution function
- probability density
- closed form
- independent and identically distributed
- bayesian networks
- approximation algorithms
- covariance matrix
- directed acyclic graph
- conditionally independent
- random vectors
- gaussian process
- lead time
- continuous variables
- conditional distribution
- evolutionary algorithm
- joint probability distribution