Factorization of Separable and Patterned Covariance Matrices for Gibbs Sampling (Q2706997)

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Factorization of Separable and Patterned Covariance Matrices for Gibbs Sampling
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    Factorization of Separable and Patterned Covariance Matrices for Gibbs Sampling (English)
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    4 October 2001
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    latent roots
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    latent vectors
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    random sample
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    parameter estimation
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    Gibbs sample
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    Bayesian statistics
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    matrix factorization
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