An optimal (ϵ, δ)-randomized approximation scheme for the mean of random variables with bounded relative variance.
Mark HuberPublished in: Random Struct. Algorithms (2019)
Keyphrases
- random variables
- randomized approximation
- normal distribution
- graphical models
- probability distribution
- joint distribution
- distribution function
- conditional independence
- dynamic programming
- stochastic optimization problems
- bayesian networks
- marginal distributions
- independent and identically distributed
- asymptotically optimal
- conditional distribution
- latent variables
- random vectors
- joint probability distribution
- additive noise
- conditional distributions
- decision variables
- multiresolution
- conditional probabilities
- probability density
- directed acyclic graph
- probabilistic graphical models
- conditionally independent
- closed form
- maximum entropy