Conditional iterative proportional fitting for Gaussian distributions (Q1264524)
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scientific article; zbMATH DE number 1204355
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional iterative proportional fitting for Gaussian distributions |
scientific article; zbMATH DE number 1204355 |
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Conditional iterative proportional fitting for Gaussian distributions (English)
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6 September 1999
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An iterative proportional fitting procedure is used to generate an approximation of a given probability distribution with specified marginals. The author extends the Gaussian version of the iterative proportional fitting procedure so that the procedure can be applied to cases in which some marginals and some conditionals are specified. The author also examines the convergence of this procedure.
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conditionally iterative proportional fitting
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distributions with given marginals
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iterative proportional fitting
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I-projection
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Kullback-Leibler distance
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