Chessboard distributions. Ghosh, S. & Henderson, S. In Peters, B., Smith, J., Medeiros, D., & Rohrer, M., editors, Proceedings of the 2001 Winter Simulation Conference, pages 385–393, Piscataway NJ, 2001. IEEE.
Paper abstract bibtex We review chessboard distributions for modeling partially specified finite-dimensional random vectors. Chessboard distributions can match a given set of marginals, a given covariance structure, and various other constraints on the distribution of a random vector. It is necessary to solve a potentially large linear program to set up a chessboard distribution, but random vectors can then be rapidly generated.
@inproceedings{ghohen01wsc,
abstract = {We review chessboard distributions for modeling partially specified finite-dimensional random vectors. Chessboard distributions can match a given set of marginals, a given covariance structure, and various other constraints on the distribution of a random vector. It is necessary to solve a potentially large linear program to set up a chessboard distribution, but random vectors can then be rapidly generated.},
address = {Piscataway NJ},
author = {Ghosh, S. and Henderson, S.~G.},
booktitle = {Proceedings of the 2001 Winter Simulation Conference},
date-added = {2016-01-10 16:07:54 +0000},
date-modified = {2016-01-10 16:07:54 +0000},
editor = {Peters,B.~A. and Smith,J.~S. and Medeiros,D.~J. and Rohrer,M.~W.},
pages = {385--393},
publisher = {IEEE},
title = {Chessboard distributions},
url_paper = {pubs/chessboardwsc01.pdf},
year = 2001}
Downloads: 0
{"_id":"FwoCcLjxP45XgSETR","bibbaseid":"ghosh-henderson-chessboarddistributions-2001","downloads":0,"creationDate":"2016-01-10T16:41:19.179Z","title":"Chessboard distributions","author_short":["Ghosh, S.","Henderson, S."],"year":2001,"bibtype":"inproceedings","biburl":"https://people.orie.cornell.edu/shane/ShanePubs.bib","bibdata":{"bibtype":"inproceedings","type":"inproceedings","abstract":"We review chessboard distributions for modeling partially specified finite-dimensional random vectors. Chessboard distributions can match a given set of marginals, a given covariance structure, and various other constraints on the distribution of a random vector. It is necessary to solve a potentially large linear program to set up a chessboard distribution, but random vectors can then be rapidly generated.","address":"Piscataway NJ","author":[{"propositions":[],"lastnames":["Ghosh"],"firstnames":["S."],"suffixes":[]},{"propositions":[],"lastnames":["Henderson"],"firstnames":["S. G."],"suffixes":[]}],"booktitle":"Proceedings of the 2001 Winter Simulation Conference","date-added":"2016-01-10 16:07:54 +0000","date-modified":"2016-01-10 16:07:54 +0000","editor":[{"propositions":[],"lastnames":["Peters"],"firstnames":["B. A."],"suffixes":[]},{"propositions":[],"lastnames":["Smith"],"firstnames":["J. S."],"suffixes":[]},{"propositions":[],"lastnames":["Medeiros"],"firstnames":["D. J."],"suffixes":[]},{"propositions":[],"lastnames":["Rohrer"],"firstnames":["M. W."],"suffixes":[]}],"pages":"385–393","publisher":"IEEE","title":"Chessboard distributions","url_paper":"pubs/chessboardwsc01.pdf","year":"2001","bibtex":"@inproceedings{ghohen01wsc,\n\tabstract = {We review chessboard distributions for modeling partially specified finite-dimensional random vectors. Chessboard distributions can match a given set of marginals, a given covariance structure, and various other constraints on the distribution of a random vector. It is necessary to solve a potentially large linear program to set up a chessboard distribution, but random vectors can then be rapidly generated.},\n\taddress = {Piscataway NJ},\n\tauthor = {Ghosh, S. and Henderson, S.~G.},\n\tbooktitle = {Proceedings of the 2001 Winter Simulation Conference},\n\tdate-added = {2016-01-10 16:07:54 +0000},\n\tdate-modified = {2016-01-10 16:07:54 +0000},\n\teditor = {Peters,B.~A. and Smith,J.~S. and Medeiros,D.~J. and Rohrer,M.~W.},\n\tpages = {385--393},\n\tpublisher = {IEEE},\n\ttitle = {Chessboard distributions},\n\turl_paper = {pubs/chessboardwsc01.pdf},\n\tyear = 2001}\n\n","author_short":["Ghosh, S.","Henderson, S."],"editor_short":["Peters, B.","Smith, J.","Medeiros, D.","Rohrer, M."],"key":"ghohen01wsc","id":"ghohen01wsc","bibbaseid":"ghosh-henderson-chessboarddistributions-2001","role":"author","urls":{" paper":"https://people.orie.cornell.edu/shane/pubs/chessboardwsc01.pdf"},"metadata":{"authorlinks":{"henderson, s":"https://people.orie.cornell.edu/shane/"}},"downloads":0},"search_terms":["chessboard","distributions","ghosh","henderson"],"keywords":[],"authorIDs":["Rzrm76FFjE8xtscXR"],"dataSources":["ZCuKDjctePZJeeaBw","SEqonpKnx4miWre2P"]}