Dependence properties and Bayesian inference for asymmetric multivariate copulas.
Julyan ArbelMarta CrispinoStéphane GirardPublished in: J. Multivar. Anal. (2019)
Keyphrases
- machine learning
- bayesian inference
- dependence structure
- markov networks
- probabilistic model
- statistical inference
- prior information
- hyperparameters
- variational bayes
- bayesian model
- hierarchical bayesian
- gibbs sampler
- particle filter
- variational inference
- expectation propagation
- prior distribution
- weighted model counting
- aggregation functions
- marginal distributions
- bayesian models
- markov chain monte carlo
- random variables
- parameter estimation
- training data