An optimal approximation of discrete random variables with respect to the Kolmogorov distance.
Liat CohenDror FriedGera WeissPublished in: CoRR (2018)
Keyphrases
- discrete random variables
- conditional probabilities
- closed form
- dynamic programming
- average distance
- minimum distance
- optimal design
- optimal solution
- efficient computation
- distance measure
- worst case
- probabilistic model
- training samples
- euclidean distance
- distance metric
- optimal control
- upper bound
- asymptotically optimal
- high dimensional
- search algorithm
- error tolerance
- learning algorithm