Probability density decomposition for conditionally dependent random variables modeled by vines
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Publication:2349802
DOI10.1023/A:1016725902970zbMath1314.62040MaRDI QIDQ2349802
Publication date: 17 June 2015
Published in: Annals of Mathematics and Artificial Intelligence (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1016725902970
correlation; information; Gibbs sampling; dependence; multivariate probability distribution; Monte-Carlo simulation; tree dependence; Markov tree; Bayesian belief net; vine dependence
62H20: Measures of association (correlation, canonical correlation, etc.)
62E10: Characterization and structure theory of statistical distributions
68T30: Knowledge representation
94A17: Measures of information, entropy
62B10: Statistical aspects of information-theoretic topics
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