Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood (Q1026360)
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English | Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood |
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Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood (English)
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24 June 2009
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Bayesian methods
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marginal likelihood
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matrix variate \(t\)-distribution
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model selection
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