System and method for efficient estimation of cumulative distribution function
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
Filing Date
2022-09-27
Application No.
17954059
Claims
20