Estimating extreme probabilities using tail simulated data

DOI10.1016/S0888-613X(97)00011-XzbMath0948.68172OpenAlexW2048864337MaRDI QIDQ1125704

Patricia Gómez, Cristina Solares, Enrique F. Castillo

Publication date: 4 January 2000

Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0888-613x(97)00011-x

zbMATH Keywords

Bayesian networksgeneralized Pareto distribution

Mathematics Subject Classification ID

Theory of languages and software systems (knowledge-based systems, expert systems, etc.) for artificial intelligence (68T35)

Cites Work

• Evidential reasoning using stochastic simulation of causal models
• Statistical inference using extreme order statistics
• Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
• A new method for efficient symbolic propagation in discrete Bayesian networks
• A randomized approximation algorithm for probabilistic inference on bayesian belief networks
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