Efficient estimation of density and probability of large deviations of sum of IID random variables.
Santanu DeySandeep JunejaPublished in: WSC (2011)
Keyphrases
- random variables
- probability density
- large deviations
- probability distribution
- independent and identically distributed
- conditional probabilities
- graphical models
- identically distributed
- conditional independence
- importance sampling
- joint probability distribution
- bayesian networks
- joint distribution
- marginal distributions
- density estimation
- latent variables
- stochastic processes
- markov chain
- maximum entropy
- probabilistic inference
- queue length
- probability density function
- queueing systems
- optimization problems