Assessing stochastic algorithms for large scale nonlinear least squares problems using extremal probabilities of linear combinations of gamma random variables.
Farbod Roosta-KhorasaniGábor J. SzékelyUri M. AscherPublished in: CoRR (2014)
Keyphrases
- random variables
- linear combination
- stochastic optimization problems
- probability distribution
- marginal distributions
- optimization problems
- conditional probability distributions
- graphical models
- conditional independence
- conditional probabilities
- control policies
- evolutionary algorithm
- small number
- bayesian networks
- basis functions
- joint distribution
- lower bound
- joint probability distribution
- neural network