Is marginal constraints equivalent to linear constraints?

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SUMMARY

This discussion addresses the equivalence of marginal constraints to linear constraints within the context of probability distributions on a product space. Specifically, it explores whether a set of probability distributions constrained by marginal conditions can be expressed as a linear family of distributions, defined by the expectation of functions E_P[f_i] equating to constants a_i. The consensus indicates that while marginal constraints can often be represented linearly, the specific conditions and functions involved play a crucial role in determining this equivalence.

PREREQUISITES
  • Understanding of probability distributions and their properties
  • Familiarity with marginal constraints in probability theory
  • Knowledge of linear algebra concepts related to linear families
  • Basic grasp of expectation operators in probability
NEXT STEPS
  • Research the relationship between marginal constraints and linear constraints in probability theory
  • Study the properties of expectation operators in probability distributions
  • Explore linear families of probability distributions and their applications
  • Investigate specific examples of functions f_i and constants a_i in the context of probability distributions
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Mathematicians, statisticians, and researchers in probability theory who are exploring the relationships between different types of constraints in probability distributions.

Edwinkumar
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If I have a set of Probability distributions on a product space with marginal constraints, is there any way to (how to) express the same as a linear family of PD's ( i.e. all P s.t. E_P[ f_i] =a_i for some f_i, a_i )
 
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Could someone answer this?
 

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