Uniformly Efficient Importance Sampling for the Tail Distribution of Sums of Random Variables.
Paul GlassermanSandeep JunejaPublished in: Math. Oper. Res. (2008)
Keyphrases
- random variables
- importance sampling
- graphical models
- probability distribution
- approximate inference
- normal distribution
- independent and identically distributed
- distribution function
- joint distribution
- bayesian networks
- monte carlo
- marginal distributions
- belief propagation
- latent variables
- stochastic optimization problems
- joint probability distribution
- markov chain
- probabilistic inference
- conditional probabilities
- large deviations
- conditional distributions
- posterior distribution
- kalman filter
- probabilistic model
- machine learning