An unbiased estimate for the mean of a {0, 1} random variable with relative error distribution independent of the mean.
Mark HuberPublished in: CoRR (2013)
Keyphrases
- random variables
- relative error
- conditional distribution
- identically distributed
- probability distribution
- graphical models
- independent and identically distributed
- joint distribution
- bayesian networks
- hazard rate
- original data
- distribution function
- marginal distributions
- data dimensionality
- conditionally independent
- stochastic dominance
- conditional distributions
- conditional probabilities
- latent variables
- squared error
- joint probability distribution
- absolute error
- probabilistic inference
- probabilistic model
- test statistic
- high dimensional data
- density estimation
- machine learning