TY - GEN
T1 - Efficient optimal approximation of discrete random variables for estimation of probabilities of missing deadlines
AU - Cohen, Liat
AU - Weiss, Gera
N1 - Publisher Copyright:
© 2019, Association for the Advancement of Artificial Intelligence (www.aaai.org). All rights reserved.
PY - 2019/1/1
Y1 - 2019/1/1
N2 - We present an efficient algorithm that, given a discrete random variable X and a number m, computes a random variable whose support is of size at most m and whose Kolmogorov distance from X is minimal. We present some variants of the algorithm, analyse their correctness and computational complexity, and present a detailed empirical evaluation that shows how they performs in practice. The main application that we examine, which is our motivation for this work, is estimation of the probability of missing deadlines in series-parallel schedules. Since exact computation of these probabilities is NP-hard, we propose to use the algorithms described in this paper to obtain an approximation.
AB - We present an efficient algorithm that, given a discrete random variable X and a number m, computes a random variable whose support is of size at most m and whose Kolmogorov distance from X is minimal. We present some variants of the algorithm, analyse their correctness and computational complexity, and present a detailed empirical evaluation that shows how they performs in practice. The main application that we examine, which is our motivation for this work, is estimation of the probability of missing deadlines in series-parallel schedules. Since exact computation of these probabilities is NP-hard, we propose to use the algorithms described in this paper to obtain an approximation.
UR - http://www.scopus.com/inward/record.url?scp=85090801548&partnerID=8YFLogxK
M3 - Conference contribution
AN - SCOPUS:85090801548
T3 - 33rd AAAI Conference on Artificial Intelligence, AAAI 2019, 31st Innovative Applications of Artificial Intelligence Conference, IAAI 2019 and the 9th AAAI Symposium on Educational Advances in Artificial Intelligence, EAAI 2019
SP - 7809
EP - 7815
BT - 33rd AAAI Conference on Artificial Intelligence, AAAI 2019, 31st Innovative Applications of Artificial Intelligence Conference, IAAI 2019 and the 9th AAAI Symposium on Educational Advances in Artificial Intelligence, EAAI 2019
PB - AAAI press
T2 - 33rd AAAI Conference on Artificial Intelligence, AAAI 2019, 31st Annual Conference on Innovative Applications of Artificial Intelligence, IAAI 2019 and the 9th AAAI Symposium on Educational Advances in Artificial Intelligence, EAAI 2019
Y2 - 27 January 2019 through 1 February 2019
ER -