On Mean Estimation for Heteroscedastic Random Variables.
Luc DevroyeSilvio LattanziGábor LugosiNikita ZhivotovskiyPublished in: CoRR (2020)
Keyphrases
- random variables
- graphical models
- probability density
- probability distribution
- latent variables
- distribution function
- conditional independence
- stochastic optimization problems
- bayesian networks
- independent and identically distributed
- joint distribution
- conditional distribution
- directed acyclic graph
- conditionally independent
- lead time
- joint probability distribution
- normal distribution
- gaussian distribution
- marginal distributions
- stochastic processes
- belief propagation
- identically distributed
- parameter estimation