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ISQED
2006
IEEE

Advances in Computation of the Maximum of a Set of Random Variables

14 years 6 months ago
Advances in Computation of the Maximum of a Set of Random Variables
This paper quantifies the approximation error in Clark’s approach [1] to computing the maximum (max) of Gaussian random variables; a fundamental operation in statistical timing. We show that a finite Look Up Table can be used to store these errors. Based on the error computations, approaches to different orderings for pair-wise max operations on a set of Gaussians are proposed. Experiments show accuracy improvements in the computation of the max of multiple Gaussians by up to 50% in comparison to the traditional approach. To the best of our knowledge, this is the first work addressing the mentioned issues.
Debjit Sinha, Hai Zhou, Narendra V. Shenoy
Added 12 Jun 2010
Updated 12 Jun 2010
Type Conference
Year 2006
Where ISQED
Authors Debjit Sinha, Hai Zhou, Narendra V. Shenoy
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