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System and method for efficient estimation of cumulative distribution function

Grant US12585957B2 Kind: B2 Mar 24, 2026

Assignee

ROYAL BANK OF CANADA

Inventors

Chandramouli Shama Sastry, Alexander Radomir Branislav Radovic, Marcus Anthony Brubaker, Andreas Steffen Michael Lehrmann

Abstract

A computer-implemented system and method for estimating a Cumulative Distribution Function (CDF) are provided. The method includes: receive input data representing a volume V of a target space indicating a future target event; compute, using the trained neural network, an estimation of a first flux through a boundary of the volume V; compute, using the trained neural network, an estimation of a second flux through a boundary of a volume W of a base space based on the estimation of the first flux through the boundary of the volume V; generate, using the trained neural network, an estimation of a CDF for the volume V based on the second flux through the boundary of the volume W; compute a probability for the future target event based on the estimated CDF for the volume V; and generate a control command based on the probability for the future target event.

CPC Classifications

G06N 3/09 G06N 7/01

Filing Date

2022-09-27

Application No.

17954059

Claims

20