It is well known that of all the joint distributions $p(x,y)$ with fixed marginals $p(x),p(y)$, the one with the highest entropy is: $$ p(x,y)=p(x)p(y). $$
Suppose instead that we have conditionals. Namely:
Which probability distribution $p(x,y,z)$, with fixed $p(x|y)$ and $p(x|z)$, has maximal entropy?
is there even an explicit formula?
(Note: one is tempted to take $p(x,y,z)$ such that $p(x|y,z)=p(x|y)p(x|z)$, but I think this is misleading, right?)
Feel free to edit question and tags appropriately.
(Crossposted from Cross Validated, where nobody could answer.)