MVD - Sampling from Correlated Multivariate Discrete Random Variables


You can use the software in this package to efficiently sample from
  1. correlated multivariate binary random variables (multivariate Bernoulli),
  2. correlated multivariate Poisson random variables,
  3. correlated random variables with arbitrary marginal statistics.
Applications include modeling and generating of artificial neural data. The implementation includes sampling and parameter fitting for the Dichotomized Gaussian distribution. For some parameters, this provides an efficient alternative to the maximum-entropy distribution, the Ising model. For an instruction on how to use the code, run the demo.m script.


Files (73.2 kB)

This file contains demo.m, a script to replicate the main figures of the paper Macke et al. (2009). It can also be downloaded from MATLAB Central File Exchange.
University of Tuebingen BCCN CIN MPI