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arXiv 1303.6071cs.DS
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随机变量和的全多项式时间逼近格式

A Fully Polynomial-Time Approximation Scheme for Approximating a Sum of Random Variables

Jian Li, Tianlin Shi

摘要:

给定$n$独立随机变量$X_1, X_2, ..., X_n$和一个整数$C$,研究了计算和$X=X_1+X_2+...+X_n$至多为$C$的概率的基本问题.我们假设每个随机变量$X_i$由一个预言机隐式地给出,给定一个输入值$k$,该预言机返回概率$X_i\leq k$。我们给出了第一个确定性的完全多项式时间近似方案(FPTAS)来估计概率的相对误差为$1\pm ε$。我们的算法是基于[Gopalan et al. FOCS11]中近似计算背包解的思想。

英文摘要:

Given $n$ independent random variables $X_1, X_2, ..., X_n$ and an integer $C$, we study the fundamental problem of computing the probability that the sum $X=X_1+X_2+...+X_n$ is at most $C$. We assume that each random variable $X_i$ is implicitly given by an oracle which, given an input value $k$, returns the probability $X_i\leq k$. We give the first deterministic fully polynomial-time approximation scheme (FPTAS) to estimate the probability up to a relative error of $1\pm ε$. Our algorithm is based on the idea developed for approximately counting knapsack solutions in [Gopalan et al. FOCS11].

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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