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Compatibility conditions for a set of conditional Gaussian distributions

✍ Scribed by Chuanhai Liu

Publisher: Elsevier Science
Year: 1999
Tongue: English
Weight: 70 KB
Volume: 42
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(98)00182-5

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✦ Synopsis

Suppose that a n-dimensional (random) vector X ∈ R n is partitioned into m sets of components as X = (X1; : : : ; Xm), where the dimension of Xi is ni, i.e.

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