Efficient simulation for tail probabilities of Gaussian random fields.

Robert J. Adler Jose H. Blanchet Jingchen Liu

Published in: WSC (2008)

Keyphrases

random fields
marginal distributions
random field model
markov random field
parameter estimation
random field models
non stationary
maximum entropy
conditional random fields
similarity measure
least squares
maximum likelihood
graph cuts
belief networks
heavy tailed