Large-deviation results for triangular arrays of semiexponential random variables.
Thierry KleinAgnès LagnouxPierre PetitPublished in: J. Appl. Probab. (2022)
Keyphrases
- random variables
- large deviations
- test statistic
- probability distribution
- graphical models
- distribution free
- markov processes
- queue length
- state dependent
- heavy tailed
- bayesian networks
- latent variables
- importance sampling
- stochastic processes
- queueing systems
- conditional independence
- joint distribution
- normal distribution
- conditional probabilities
- approximate inference
- asymptotically optimal
- lead time
- mathematical programming
- steady state
- parameter estimation
- probabilistic inference
- learning theory
- generalization bounds
- sample size
- optimal policy
- support vector