Approximating joint probability distributions given partial information

DOI10.1287/DECA.1120.0261MaRDI QIDQ2960223zbMATH OpenOpenAlexFDO

Authors J. Eric Bickel, Luis Montiel

Publication date 8 February 2017

Published in Decision Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/deca.1120.0261

zbMATH Keywords

analytic centerdynamic programmingincomplete informationmaximum entropypracticeprobabilistic dependencesequential explorationstochastic optimization

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Applications of statistics to social sciences (62P25) Decision theory (91B06) Economics of information (91B44)

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Cites work

• A Simulation-Based Approach to Decision Making with Partial Information
• Contingency tables with given marginals
• Correlations and copulas for decision and risk analysis
• Efficient Monte Carlo Procedures for Generating Points Uniformly Distributed over Bounded Regions
• Hit-and-Run Algorithms for Generating Multivariate Distributions
• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
• Information Theory and Statistical Mechanics
• On Information and Sufficiency
• Prior Probabilities
• The maximum numbers of faces of a convex polytope
• The Probability that a Random Polytope is Bounded
• Utility Functions for Test Performance

Cited in

(11)

• Generalized cross entropy method for estimating joint distribution from incomplete information
• On the recovery of joint distributions from limited information
• Approximate probability distributions for stochastic systems: Maximum entropy method
• Maximum excess dominance: identifying impractical solutions in linear problems with interval coefficients
• Generating a random collection of discrete joint probability distributions subject to partial information
• Effects of data quality and quantity in systems modelling: a case study
• scientific article; zbMATH DE number 3868426 (Why is no real title available?)
• A generalized sampling approach for multilinear utility functions given partial preference information
• Comparison of two methods for approximation of probability distributions with prescribed marginals
• Novel matrix hit and run for sampling polytopes and its GPU implementation
• Polynomial-time derivation of optimal k-tree topology from Markov networks

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