On simulating truncated stable random variables.
Mahdi TeimouriSaralees NadarajahPublished in: Comput. Stat. (2013)
Keyphrases
- random variables
- graphical models
- probability distribution
- bayesian networks
- latent variables
- joint distribution
- conditional probabilities
- normal distribution
- conditional independence
- probability density
- stochastic optimization problems
- stochastic processes
- directed acyclic graph
- marginal distributions
- independent and identically distributed
- statistically independent
- random vectors
- distribution function
- belief propagation
- continuous variables
- additive noise
- conditional distributions
- joint probability distribution
- markov random field