Non-asymptotic bounds for percentiles of independent non-identical random variables.
Dong XiaPublished in: CoRR (2018)
Keyphrases
- random variables
- independent and identically distributed
- identically distributed
- graphical models
- probability distribution
- worst case
- rates of convergence
- statistically independent
- asymptotically optimal
- conditionally independent
- joint distribution
- upper bound
- latent variables
- conditional independence
- large deviations
- distribution function
- stochastic optimization problems
- bayesian networks
- stochastic processes
- lower bound
- upper and lower bounds
- normal distribution
- lead time
- conditional distribution
- lower and upper bounds
- directed acyclic graph
- conditional probabilities
- conditional distributions
- belief propagation
- joint probability distribution
- markov random field
- conditional random fields
- probabilistic inference
- distribution free
- gaussian process
- failure rate
- marginal distributions