Multivariate Distributions with Fixed Marginals and Correlations.
Mark HuberNevena MaricPublished in: J. Appl. Probab. (2015)
Keyphrases
- joint distribution
- probability distribution
- marginal distributions
- dependence structure
- finite mixtures
- multivariate normal
- random variables
- probability distribution function
- fixed number
- graphical models
- maximum entropy
- message passing
- probability density
- statistical dependencies
- multivariate data
- strongly correlated
- kullback leibler divergence
- pairwise
- multiresolution
- multivariate gaussian
- minimum message length
- regression model
- belief propagation
- distributed systems
- mixture model
- learning algorithm
- highly correlated
- conditional probabilities