کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1152518 | 958290 | 2011 | 7 صفحه PDF | دانلود رایگان |
![عکس صفحه اول مقاله: High-dimensional generation of Bernoulli random vectors High-dimensional generation of Bernoulli random vectors](/preview/png/1152518.png)
The objective of this paper is to explore different modeling strategies to generate high-dimensional Bernoulli vectors. We discuss the multivariate Bernoulli (MB) distribution, probe its properties and examine three models for generating random vectors. A latent multivariate normal model whose bivariate distributions are approximated with Plackett distributions with univariate normal distributions is presented. A conditional mean model is examined where the conditional probability of success depends on previous history of successes. A mixture of beta distributions is also presented that expresses the probability of the MB vector as a product of correlated binary random variables. Each method has a domain of effectiveness. The latent model offers unpatterned correlation structures while the conditional mean and the mixture model provide computational feasibility for high-dimensional generation of MB vectors.
Journal: Statistics & Probability Letters - Volume 81, Issue 8, August 2011, Pages 1136–1142