Continuous Random Variable Estimation is not Optimal for the Witsenhausen Counterexample.
Maël Le TreustTobias J. OechteringPublished in: ISIT (2021)
Keyphrases
- random variables
- probability distribution
- graphical models
- continuous variables
- hazard rate
- dynamic programming
- bayesian networks
- decision variables
- optimal solution
- stochastic dominance
- joint distribution
- distribution function
- lead time
- conditionally independent
- conditional probabilities
- estimation error
- fuzzy sets