Prophet Inequalities for Independent Random Variables from an Unknown Distribution.
José R. CorreaPaul DüttingFelix A. FischerKevin SchewiorPublished in: CoRR (2018)
Keyphrases
- random variables
- identically distributed
- independent and identically distributed
- probability distribution
- graphical models
- conditionally independent
- binary variables
- normal distribution
- statistically independent
- joint distribution
- bayesian networks
- distribution function
- stochastic optimization problems
- conditional probabilities
- conditional independence
- conditional distribution
- latent variables
- marginal distributions
- conditional distributions
- probability density
- random vectors
- hazard rate
- directed acyclic graph
- joint probability distribution
- failure rate
- service times
- continuous variables
- generalized gaussian
- stochastic processes
- markov networks
- probabilistic inference
- belief propagation
- sufficient conditions
- probabilistic model