On the asymptotic behavior of the expectation of the maximum of i.i.d. random variables.
José R. CorreaMatías RomeroPublished in: Oper. Res. Lett. (2021)
Keyphrases
- random variables
- graphical models
- probability distribution
- bayesian networks
- conditional independence
- latent variables
- conditional probabilities
- stochastic optimization problems
- random vectors
- joint distribution
- normal distribution
- conditional distribution
- distribution function
- joint probability distribution
- conditionally independent
- test statistic
- additive noise
- probability density
- probabilistic inference
- large deviations
- statistically independent
- probabilistic graphical models
- marginal distributions
- identically distributed
- belief propagation
- evolutionary algorithm