Approximations for the boundary crossing probabilities of moving sums of normal random variables.
Jack NoonanAnatoly ZhigljavskyPublished in: Commun. Stat. Simul. Comput. (2021)
Keyphrases
- random variables
- probability distribution
- conditional probabilities
- joint probability distribution
- graphical models
- bayesian networks
- marginal distributions
- graphical structure
- joint distribution
- belief networks
- latent variables
- distribution function
- marginal probabilities
- conditional independence
- conditionally independent
- independent and identically distributed
- stochastic optimization problems
- normal distribution
- conditional probability distributions
- probabilistic inference
- approximate inference
- conditional distribution
- conditional distributions
- joint probability distributions
- identically distributed
- markov property
- stochastic processes
- failure rate
- continuous variables
- markov random field
- probabilistic model