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Category: Statistics

A Generalized Multinomial Distribution from Dependent Categorical Random Variables

A Generalized Multinomial Distribution from Dependent Categorical Random Variables

For the full paper, which includes all proofs, download the pdf  here. Abstract Categorical random variables are a common staple in machine learning methods and other applications across disciplines. Many times, correlation within categorical predictors exists, and has been noted to have an effect on various algorithm effectiveness, such as feature ranking and random forests.…