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Publikace

Comparison of two methods for approximation of probability distributions with prescribed marginals

Typ:
Článek v odborném periodiku
Autoři publikace:
Perez A., Studený M.
Název periodika:
Kybernetika
Rok:
2007
Číslo:
5 (2007)
Strany:
591-618
ISSN:
0023-5954
Klíčová slova:
marginal problem, relative entropy, dependence structure sim
Anotace:
Let P be a discrete multidimensional distribution which is only partially specified by the requirement it has prescribed marginals. The paper deals with the problem of approximating P on the basis of those given marginals. Two methods for the approximation are compared, provided that the quality of an approximation is measured by relative entropy of P with respect the approximation.
 
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