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Estimation of the Conditional Probability Using a Stochastic Gradient Process

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  • Ali Labriji
  • Abdelkrim Bennar
  • Mostafa Rachik
  • Barbara Martinucci

Abstract

The use of conditional probabilities has gained in popularity in various fields such as medicine, finance, and imaging processing. This has occurred especially with the availability of large datasets that allow us to extract the full potential of the available estimation algorithms. Nevertheless, such a large volume of data is often accompanied by a significant need for computational capacity as well as a consequent compilation time. In this article, we propose a low-cost estimation method: we first demonstrate analytically the convergence of our method to the desired probability and then we perform a simulation to support our point.

Suggested Citation

  • Ali Labriji & Abdelkrim Bennar & Mostafa Rachik & Barbara Martinucci, 2021. "Estimation of the Conditional Probability Using a Stochastic Gradient Process," Journal of Mathematics, Hindawi, vol. 2021, pages 1-7, December.
    • Handle: RePEc:hin:jjmath:7660113
    DOI: 10.1155/2021/7660113
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