Linear-time exact sampling of sum-constrained random variables.
Frédérique BassinoAndrea SportielloPublished in: GASCom (2018)
Keyphrases
- random variables
- graphical models
- probability distribution
- latent variables
- independent and identically distributed
- conditional independence
- joint distribution
- stochastic optimization problems
- distribution function
- bayesian networks
- lead time
- conditional distribution
- directed acyclic graph
- conditionally independent
- random sampling
- objective function
- conditional distributions
- marginal probabilities
- belief propagation
- marginal distributions
- sample size
- stochastic processes
- worst case
- statistically independent
- sampling algorithm
- continuous variables
- joint probability distribution
- random vectors
- conditional probabilities