Invention Grant
- Patent Title: Techniques for estimating compound probability distribution by simulating large empirical samples with scalable parallel and distributed processing
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Application No.: US15197691Application Date: 2016-06-29
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Publication No.: US09665669B2Publication Date: 2017-05-30
- Inventor: Mahesh V. Joshi , Richard Potter , Jan Chvosta , Mark Roland Little
- Applicant: SAS Institute Inc.
- Applicant Address: US NC Cary
- Assignee: SAS Institute Inc.
- Current Assignee: SAS Institute Inc.
- Current Assignee Address: US NC Cary
- Main IPC: G06G7/48
- IPC: G06G7/48 ; G06F17/50 ; G06F17/18

Abstract:
Techniques for estimated compound probability distribution are described. An apparatus comprising a configuration component, perturbation component, sample generation controller, an aggregation component, a distribution fitting component, and statistics generation component. The configuration component operative to receive a compound model specification and candidate distribution definition. The perturbation component operative to generate a plurality of models from the compound model specification. The sample generation controller operative to initiate the generation of a plurality of compound model samples from each of the plurality of models. The distribution fitting component to generate parameter values for the candidate distribution definition based on the compound model samples. The statistics generation component to generate approximated aggregate statistics.
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