Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions.
Wim van AckooijRené HenrionPublished in: SIAM J. Optim. (2014)
Keyphrases
- gaussian distribution
- normal distribution
- mixture distributions
- scale parameter
- heavy tailed
- gaussian model
- covariance matrices
- zero crossing
- bayesian networks
- poisson distribution
- marginal distributions
- maximum likelihood
- generative model
- constraint programming
- gaussian mixture
- probability density
- gaussian mixture model
- continuous valued
- probability distribution
- control system
- posterior probability
- multivariate gaussian
- mixture distribution
- impulse response
- generalized gaussian
- em algorithm
- kullback leibler divergence
- constrained optimization