Perfect simulation for correlated Poisson random variables conditioned to be positive.
Yuzhi CaiWilfrid S. KendallPublished in: Stat. Comput. (2002)
Keyphrases
- random variables
- graphical models
- independent and identically distributed
- probability distribution
- statistically independent
- positively correlated
- bayesian networks
- latent variables
- joint distribution
- stochastic optimization problems
- conditional independence
- distribution function
- normal distribution
- additive noise
- directed acyclic graph
- conditional probabilities
- stochastic processes
- probability density
- conditional distribution
- joint probability distribution
- marginal distributions
- continuous variables
- approximate inference
- belief networks
- closed form
- reinforcement learning