Inference of risk-neutral joint-distributions in commodity markets using neural-networks

The questions we would like to answer are as follows:

1. Given three distributions pdf1, pdf2 and pdf-so, is it always possible to find a joint-distribution consistent with those 3 one-dimensional distributions?
2. Assuming that we are in a situation where (1) holds, can we find a nonparametric joint-distribution consistent with the 3 given one-dimensional distributions?
3. If (2) leads to an under-determined problem, can we find a joint-distribution that is “as close as possible” to the historical joint distribution?
4. Can we achieve (3) with a neural network?
5. If we observe the marginal and spread distributions for multiple maturities T, can we specify the evolution of pdf(T), possibly using neural differential equations?