# Questions tagged [marginal-distribution]

The marginal distribution refers to the probability distribution of a subset of variables contained in a joint distribution.

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### Marginal distribution of an autoregressive process of order one AR(1)

I'm reading "Econometric Modelling with Time Series" by V. L. Martin, A. S. Hurn and D. Harris ( https://www.researchgate.net/file.PostFileLoader.html?id=56bccdaa6225ff0de28b45a6&...
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### Is the posterior maximum always the same as the marginal's?

When I see plots of the conditional probabilities, marginals and joint distributions together they are mostly plot using Gaussians. It is not clear to me if this applies to every other distribution. ...
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### For log-concave densities, are joint and marginal modes consistent?

Suppose I have a probability density function $\pi(x_1, \ldots, x_n)$, which is the density of a vector-valued random variable $X$ in $\mathbb{R}^n$. Assume that $\pi$ is strongly log-concave, i.e., ...
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### Creating multivariate distribution using marginal: can I use a copula?

I am modeling a multivariate distribution, where I already have the distributions of the marginals. Let's call the marginals, $f_{i}(x)$ for every $i$ marginal distribution, where $i=1,2,3$. We ...
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### Marginal Likelihood in Gaussian Process Regression with derivative observations

I have a question regarding the calculation of the marginal likelihood within Gaussian Process Regression when derivative observations are incorporated. If $y=(y_1,\dots,y_n)^T$ are noisy observations ...
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### Latent variable model: why is the marginal probability of data under the model intractable?

I'm reading about Variational auto-encoders, and in section 1.8 they describe a latent variable model $p_\theta(x,z)$ where x are observed and z are hidden variables. They say that the marginal ...
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