Sentence examples for multivariate normal distributions from inspiring English sources

We present a fully Bayesian, joint model for modeling or imputing data with missing/blanked values under linear constraints that (i) automatically incorporates the constraints in inferences and imputations, and (ii) uses a flexible Dirichlet process mixture of multivariate normal distributions to reflect complex distributional features.

In structural system reliability theory, the evaluation of multivariate normal distributions is an important problem.

For modelling short-term self- and cross-dependency among the variables a Vector Autoregressive (VAR) model of order p is used, with an innovation process at time t that depends on the value taken by the variables at time t−1, based on the use of a mixture of multivariate normal distributions.

Kapur ([1988]) considered a tolerance optimization problem using truncated normal, Weibull, and multivariate normal distributions.

Quantifying this difference precisely depends on being able to accurately compute cumulative probabilities for multivariate normal distributions with dependence given by (12).

The BFR algorithm is based on the assumption that the clusters' distribution results from a mixture of multivariate normal distributions, whose parameters are estimated from the data streams.

Estimated marginal distributions are then used to transform variates to univariate normality; the transformed variates are assumed to have a multivariate normal distribution.

Review of multivariate normal distribution theory.

The random vectors are selected from a multivariate normal distribution.

The samples are generated from the multivariate normal distribution, with the default scales or scales supplied by the user.

In a Gaussian process, the joint distribution of the modelled function at any finite set of points follows a multivariate normal distribution.