A general method for producing random variables in a computer.
George MarsagliaPublished in: AFIPS Fall Joint Computing Conference (1966)
Keyphrases
- random variables
- bayesian networks
- distribution function
- special case
- probability distribution
- parameter estimation
- additive noise
- normal distribution
- continuous variables
- maximum entropy
- latent variables
- covariance matrix
- model selection
- principal component analysis
- prior knowledge
- multiresolution
- pairwise
- objective function