Flexible Bayesian dynamic modeling of correlation and covariance matrices (Q2057355): Difference between revisions
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Revision as of 20:41, 16 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Flexible Bayesian dynamic modeling of correlation and covariance matrices |
scientific article |
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Flexible Bayesian dynamic modeling of correlation and covariance matrices (English)
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6 December 2021
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dynamic covariance modeling
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spatio-temporal models
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geometric methods
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posterior contraction
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\( \Delta \)-spherical Hamiltonian Monte Carlo
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