Tag: lite

LITE: Efficiently Estimating Gaussian Probability of Maximality arXiv:2501.13535v1 Announce Type: new Abstract: We consider the problem of computing the probability of maximality (PoM) of a Gaussian random vector, i.e., the probability for each dimension to be maximal. This is a key challenge in applications ranging from Bayesian optimization to reinforcement learning, where the PoM not…