Geodesic Lagrangian Monte Carlo over the space of positive definite matrices: with application to Bayesian spectral density estimation (Q4960588)
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scientific article; zbMATH DE number 7192588
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| English | Geodesic Lagrangian Monte Carlo over the space of positive definite matrices: with application to Bayesian spectral density estimation |
scientific article; zbMATH DE number 7192588 |
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Geodesic Lagrangian Monte Carlo over the space of positive definite matrices: with application to Bayesian spectral density estimation (English)
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23 April 2020
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Riemannian geometry
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spectral analysis
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HMC
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0.86764944
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0.86532104
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0.8643154
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0.8590692
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0.8563565
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0.8560914
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0.85530615
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0.8537878
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0.85061675
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