The Mellin Transform to Manage Quadratic Forms in Normal Random Variables.
Aldo GardiniFedele GrecoCarlo TrivisanoPublished in: J. Comput. Graph. Stat. (2022)
Keyphrases
- random variables
- graphical models
- probability distribution
- mellin transform
- conditional independence
- stochastic optimization problems
- bayesian networks
- joint distribution
- pairwise
- additive noise
- normal distribution
- latent variables
- distribution function
- conditionally independent
- joint probability distribution
- independent and identically distributed
- lead time
- probabilistic inference
- probabilistic model
- marginal distributions
- computational complexity
- low pass filtering
- objective function
- statistically independent
- scale invariant
- maximum likelihood