Stochastic representation of FGM copulas using multivariate Bernoulli random variables.
Christopher Blier-WongHélène CossetteEtienne MarceauPublished in: Comput. Stat. Data Anal. (2022)
Keyphrases
- random variables
- stochastic optimization problems
- probability distribution
- marginal distributions
- stochastic processes
- graphical models
- joint distribution
- bayesian networks
- latent variables
- dependence structure
- lead time
- conditional distribution
- independent and identically distributed
- distribution function
- probabilistic graphical models
- probability density
- normal distribution
- markov random field
- conditional probabilities
- failure rate
- conditional independence
- conditional probability distributions
- statistically independent
- hidden variables
- conditional distributions
- real valued
- linear combination