Bayesian covariance estimation for multi-group matrix-variate data

DOI10.1214/24-BA1449MaRDI QIDQ6858649zbMATH OpenFDO

Authors Elizabeth Bersson, Peter D. Hoff

Publication date 12 February 2026

Published in Bayesian Analysis (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/journals/bayesian-analysis/volume-20/issue-4/Bayesian-Covariance-Estimation-for-Multi-group-Matrix-variate-Data/10.1214/24-BA1449.full

zbMATH Keywords

Bayesempirical Bayeshierarchical modelKronecker productmatrix decompositionquadratic discriminant analysisregularized discriminant analysisshrinkage estimation

Mathematics Subject Classification ID

Bayesian inference (62F15) Estimation in multivariate analysis (62H12)

Cites work

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• Two generalizations of the common principal component model

Cited in

(1)

• Bayesian covariance estimation for multi-group matrix-variate data

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