Generation of autocorrelated random variables with a specified marginal distribution.
Wheyming Tina SongLi-Ching HsiaoPublished in: WSC (1993)
Keyphrases
- random variables
- marginal distributions
- joint distribution
- probability distribution
- graphical models
- conditional distribution
- kullback leibler divergence
- latent variables
- conditional independence
- bayesian networks
- conditional distributions
- random vectors
- stochastic optimization problems
- conditional probabilities
- directed acyclic graph
- probabilistic graphical models
- independent and identically distributed
- linear combination
- principal component analysis
- image segmentation
- markov property