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Restrictions of PCBNs for integration-free computations
Alexis Derumigny, Niels Horsman, Dorota Kurowicka
https://arxiv.org/abs/2510.03518 https://arxiv.or…

Restrictions of PCBNs for integration-free computations
The pair-copula Bayesian Networks (PCBN) are graphical models composed of a directed acyclic graph (DAG) that represents (conditional) independence in a joint distribution. The nodes of the DAG are associated with marginal densities, and arcs are assigned with bivariate (conditional) copulas following a prescribed collection of parental orders. The choice of marginal densities and copulas is unconstrained. However, the simulation and inference of a PCBN model may necessitate possibly high-dimen…