Advances in Computation of the Maximum of a Set of Random Variables

Authors:
Debjit Sinha;Hai Zhou;Narendra V. Shenoy
Affiliations:
EECS, Northwestern University, Evanston, IL;EECS, Northwestern University, Evanston, IL;ATG, Synopsys Inc., Mountain View, CA
Venue:
ISQED '06 Proceedings of the 7th International Symposium on Quality Electronic Design
Year:
2006

Citing 8
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Abstract

This paper quantifies the approximation error in Clark's approach [1] 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.