Computing the distribution of sums of random sine waves and of Rayleigh-distributed random variables by saddle-point integration.
Carl W. HelstromPublished in: IEEE Trans. Commun. (1997)
Keyphrases
- random variables
- saddle point
- probability distribution
- independent and identically distributed
- random vectors
- graphical models
- joint distribution
- conditional independence
- bayesian networks
- marginal distributions
- latent variables
- variational inequalities
- penalty function
- markov networks
- gaussian distribution
- conditional probabilities
- primal dual
- lead time
- structured output
- lower bound