An algorithm for generating positively correlated Beta-distributed random variables with known marginal distributions and a specified correlation.
Steen MagnussenPublished in: Comput. Stat. Data Anal. (2004)
Keyphrases
- random variables
- learning algorithm
- positively correlated
- marginal distributions
- probability distribution
- graphical models
- similarity measure
- computational complexity
- joint distribution
- negatively correlated
- latent variables
- expectation maximization
- probabilistic model
- hidden markov models
- active learning
- k means
- feature selection