Representation of multivariate Bernoulli distributions with a given set of specified moments

2018 ◽  
Vol 168 ◽  
pp. 290-303 ◽  
Author(s):  
Roberto Fontana ◽  
Patrizia Semeraro
2002 ◽  
Vol 32 (1) ◽  
pp. 57-69
Author(s):  
Bjørn Sundt ◽  
Raluca Vernic

AbstractIn the present paper, we study error bounds for approximations to multivariate distributions. In particular, we discuss some general versions of compound multivariate distributions and look at distributions of dependent random variables constructed by linear transforms of independent random variables or vectors. Special attention is paid to the case when the support of the original distribution is restricted. We also look at some applications with multivariate Bernoulli distributions.


2000 ◽  
Vol 12 (1) ◽  
pp. 141-152 ◽  
Author(s):  
Miguel Á. Carreira-Perpiñán ◽  
Steve Renals

The class of finite mixtures of multivariate Bernoulli distributions is known to be nonidentifiable; that is, different values of the mixture parameters can correspond to exactly the same probability distribution. In principle, this would mean that sample estimates using this model would give rise to different interpretations. We give empirical support to the fact that estimation of this class of mixtures can still produce meaningful results in practice, thus lessening the importance of the identifiability problem. We also show that the expectation-maximization algorithm is guaranteed to converge to a proper maximum likelihood estimate, owing to a property of the log-likelihood surface. Experiments with synthetic data sets show that an original generating distribution can be estimated from a sample. Experiments with an electropalatography data set show important structure in the data.


2015 ◽  
Vol 31 (21) ◽  
pp. 3514-3521 ◽  
Author(s):  
Huwenbo Shi ◽  
Bogdan Pasaniuc ◽  
Kenneth L. Lange

Biometrics ◽  
2007 ◽  
Vol 63 (3) ◽  
pp. 901-909 ◽  
Author(s):  
Zhuoxin Sun ◽  
Ori Rosen ◽  
Allan R. Sampson

Sign in / Sign up

Export Citation Format

Share Document