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Probability Density Decomposition for Conditionally Dependent Random Variables Modeled by Vines

T. Bedford, R. Cooke

2001.8.27ANNALS OF MATHEMATICS AND ARTIFICIAL INTELLIGENCE

DOI: 10.1023/a:1016725902970

tlooto Summary

A general formula for the density of a vine dependent distribution is derived, which generalizes the well-known density formula for belief nets based on the decomposition of belief nets into cliques and allows a simple proof of the Information Decomposition Theorem for a regular vine.

Abstract

Abstract is not available.

Citation format

BEDFORD, T.; COOKE, R. Probability density decomposition for conditionally dependent random variables modeled by vines. ANNALS OF MATHEMATICS AND ARTIFICIAL INTELLIGENCE, 2001, 32: 245–268.