Efficient recursive computational algorithms for multivariate t and multivariate unified skew-t distributions with applications to inference.
Mehdi AmiriYaser MehraliNarayanaswamy BalakrishnanAhad JamalizadehPublished in: Comput. Stat. (2022)
Keyphrases
- computationally efficient
- computationally expensive
- data structure
- computationally intensive
- highly efficient
- learning algorithm
- computational cost
- computational complexity
- multivariate normal
- exponential distributions
- skewed data
- loopy belief propagation
- complexity analysis
- optimization problems
- worst case
- significant improvement
- belief networks
- efficient implementation
- regression model
- power law
- recursive algorithm
- computationally complex
- dependence structure
- probability distribution function
- probability distribution