Non-exchangeable random variables, Archimax copulas and their fitting to real data.
Tomás BacigálVladimír JágrRadko MesiarPublished in: Kybernetika (2011)
Keyphrases
- random variables
- marginal distributions
- graphical models
- probability distribution
- joint distribution
- bayesian networks
- probabilistic graphical models
- stochastic optimization problems
- latent variables
- conditional independence
- distribution function
- conditional probabilities
- conditional distribution
- probability density
- normal distribution
- lead time
- directed acyclic graph
- additive noise
- random vectors
- independent and identically distributed
- stochastic processes
- markov property
- joint probability distribution
- failure rate
- probabilistic model
- least squares
- conditionally independent
- markov random field
- reinforcement learning
- conditional distributions
- evolutionary algorithm
- belief propagation
- covariance matrix