The Sampling Distribution of the Total Correlation for Multivariate Gaussian Random Variables.
Taylor RoweTroy DayPublished in: Entropy (2019)
Keyphrases
- random variables
- multivariate gaussian
- probability distribution
- graphical models
- joint distribution
- distribution function
- conditional distribution
- maximum likelihood estimation
- bayesian networks
- latent variables
- conditional independence
- normal distribution
- independent and identically distributed
- covariance matrix
- marginal distributions
- joint probability distribution
- stochastic optimization problems
- gaussian distribution
- lead time
- conditional probabilities
- directed acyclic graph
- identically distributed
- probability density
- conditional distributions
- statistically independent
- conditionally independent
- random sampling
- test statistic
- failure rate
- probabilistic model