Probability density decomposition for conditionally dependent random variables modeled by vines
DOI10.1023/A:1016725902970zbMATH Open1314.62040OpenAlexW1590831612MaRDI QIDQ2349802FDOQ2349802
Authors: Tim Bedford, R. M. Cooke
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
Recommendations
correlationinformationdependenceGibbs samplingmultivariate probability distributionMonte-Carlo simulationtree dependenceMarkov treeBayesian belief netvine dependence
Statistical aspects of information-theoretic topics (62B10) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory of statistical distributions (62E10) Measures of information, entropy (94A17) Knowledge representation (68T30)
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