Nonparametric Density Estimation for Stochastic Optimization with an Observable State Variable.
Lauren HannahWarren B. PowellDavid M. BleiPublished in: NIPS (2010)
Keyphrases
- stochastic optimization
- state variables
- nonparametric density estimation
- density estimation
- state space
- random fields
- dynamic systems
- multistage
- random variables
- robust optimization
- mixture model
- complex systems
- conditional random fields
- probability density function
- maximum entropy
- outlier detection
- artificial intelligence
- markov random field
- probabilistic model
- pairwise
- bayesian networks