A fast procedure for generating normal random variables.
George MarsagliaM. Donald MacLarenT. A. BrayPublished in: Commun. ACM (1964)
Keyphrases
- graph cuts
- random variables
- graphical models
- probability distribution
- conditional independence
- stochastic optimization problems
- latent variables
- joint distribution
- bayesian networks
- distribution function
- directed acyclic graph
- independent and identically distributed
- additive noise
- probability density
- normal distribution
- lead time
- conditional probabilities
- probabilistic model
- conditional distributions
- continuous variables
- marginal distributions
- markov property
- joint probability distribution
- identically distributed
- random vectors