Advances in computation of the maximum of a set of random variables

Debjit Sinha, Hai Zhou, Narendra V. Shenoy

Research output: Chapter in Book/Report/Conference proceedingConference contribution

15 Scopus citations

Abstract

This paper quantifies the approximation error in Clark's approach presented in C. E. Clark (1961) to computing the maximum (max) of Gaussian random variables; a fundamental operation in statistical timing. We show that a finite look up table can be used to store these errors. Based on the error computations, approaches to different orderings for pair-wise max operations on a set of Gaussians are proposed. Experiments show accuracy improvements in the computation of the max of multiple Gaussians by up to 50% in comparison to the traditional approach. To the best of our knowledge, this is the first work addressing the mentioned issues.

Original languageEnglish (US)
Title of host publicationProceedings - 7th International Symposium on Quality Electronic Design, ISQED 2006
Pages306-311
Number of pages6
DOIs
StatePublished - Dec 1 2006
Event7th International Symposium on Quality Electronic Design, ISQED 2006 - San Jose, CA, United States
Duration: Mar 27 2006Mar 29 2006

Publication series

NameProceedings - International Symposium on Quality Electronic Design, ISQED
ISSN (Print)1948-3287
ISSN (Electronic)1948-3295

Other

Other7th International Symposium on Quality Electronic Design, ISQED 2006
CountryUnited States
CitySan Jose, CA
Period3/27/063/29/06

ASJC Scopus subject areas

  • Hardware and Architecture
  • Electrical and Electronic Engineering
  • Safety, Risk, Reliability and Quality

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