Matrix-valued distributions are used in continuous multivariate analysis to model sample data matrices of continuous measurements; their use seems to be neglected for binary, or more generally categorical, data. In this paper we propose a matrix-valued Bernoulli distribution, based on the log-linear representation introduced by Cox (1972) for the Multivariate Bernoulli distribution with correlated components.
LOVISON G (2006). A matrix-valued Bernoulli distribution. JOURNAL OF MULTIVARIATE ANALYSIS, 97(7), 1573-1585 [http://dx.doi.org/10.1016/j.jmva.2005.06.008].
A matrix-valued Bernoulli distribution
LOVISON, Gianfranco
2006-01-01
Abstract
Matrix-valued distributions are used in continuous multivariate analysis to model sample data matrices of continuous measurements; their use seems to be neglected for binary, or more generally categorical, data. In this paper we propose a matrix-valued Bernoulli distribution, based on the log-linear representation introduced by Cox (1972) for the Multivariate Bernoulli distribution with correlated components.
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