Imprecise random variables, random sets, and Monte Carlo simulation.
Thomas FetzMichael OberguggenbergerPublished in: Int. J. Approx. Reason. (2016)
Keyphrases
- random variables
- monte carlo simulation
- random vectors
- monte carlo
- graphical models
- probability distribution
- markov chain
- independent and identically distributed
- joint distribution
- bayesian networks
- conditional independence
- normal distribution
- latent variables
- distribution function
- stochastic optimization problems
- conditional probabilities
- conditional distribution
- additive model
- continuous variables
- marginal distributions
- failure rate
- conditionally independent
- hazard rate
- stochastic processes
- conditional distributions
- joint probability distribution
- statistically independent
- state space