发明申请
- 专利标题: SYSTEM AND METHOD FOR EFFICIENT ESTIMATION OF CUMULATIVE DISTRIBUTION FUNCTION
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申请号: US17954059申请日: 2022-09-27
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公开(公告)号: US20230100213A1公开(公告)日: 2023-03-30
- 发明人: Chandramouli Shama SASTRY , Alexander Radomir Branislav RADOVIC , Marcus Anthony BRUBAKER , Andreas Steffen Michael LEHRMANN
- 申请人: ROYAL BANK OF CANADA
- 申请人地址: CA Toronto
- 专利权人: ROYAL BANK OF CANADA
- 当前专利权人: ROYAL BANK OF CANADA
- 当前专利权人地址: CA Toronto
- 主分类号: G06N3/09
- IPC分类号: G06N3/09 ; G06N7/01
摘要:
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.
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