Law-Invariant Functionals on General Spaces of Random Variables.
Fabio BelliniPablo Koch-MedinaCosimo MunariGregor SvindlandPublished in: SIAM J. Financial Math. (2021)
Keyphrases
- random variables
- special case
- probability distribution
- graphical models
- distribution function
- joint distribution
- stochastic optimization problems
- conditional independence
- stochastic processes
- bayesian networks
- random vectors
- additive noise
- probabilistic graphical models
- independent and identically distributed
- conditional distributions
- latent variables
- normal distribution
- state space
- marginal distributions
- conditional probabilities
- failure rate
- conditional distribution
- joint probability distribution
- directed acyclic graph