Multiple break detection in the correlation structure of random variables.
Pedro GaleanoDominik WiedPublished in: Comput. Stat. Data Anal. (2014)
Keyphrases
- random variables
- probability distribution
- graphical models
- conditional independence
- latent variables
- stochastic optimization problems
- bayesian networks
- graphical structure
- conditionally independent
- normal distribution
- marginal distributions
- conditional probabilities
- joint distribution
- stochastic processes
- probabilistic graphical models
- joint probability distribution
- distribution function
- conditional distributions
- conditional distribution
- undirected graphical models
- probabilistic model