A reflection-based variance reduction technique for sum of random variables.
Guangwu LiuPublished in: WSC (2011)
Keyphrases
- random variables
- variance reduction
- gradient estimation
- monte carlo
- probability distribution
- graphical models
- sample size
- stochastic optimization problems
- bayesian networks
- importance sampling
- naive bayes classifier
- latent variables
- confidence intervals
- conditional probabilities
- independent and identically distributed
- continuous variables
- conditional independence
- joint distribution
- random vectors
- maximum likelihood
- probabilistic model
- prior knowledge
- objective function