An upper bound on the expectation of simplicial functions of multivariate random variables.
José H. DuláPublished in: Math. Program. (1992)
Keyphrases
- random variables
- upper bound
- graphical models
- lower bound
- probability distribution
- conditional independence
- worst case
- latent variables
- distribution function
- bayesian networks
- linear functions
- joint distribution
- random vectors
- joint probability distribution
- stochastic processes
- probability density
- directed acyclic graph
- belief propagation
- normal distribution
- independent and identically distributed
- stochastic optimization problems
- marginal distributions
- conditional probabilities
- regression model
- upper and lower bounds
- statistically independent
- conditional distribution
- objective function
- service times
- failure rate
- conditional probability distributions
- conditional distributions
- steady state