Geodesic Lagrangian Monte Carlo over the space of positive definite matrices: with application to Bayesian spectral density estimation (Q4960588)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 7192588
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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 |
Statements
Geodesic Lagrangian Monte Carlo over the space of positive definite matrices: with application to Bayesian spectral density estimation (English)
0 references
23 April 2020
0 references
Riemannian geometry
0 references
spectral analysis
0 references
HMC
0 references
0 references
0 references
0 references
0 references
0.86764944
0 references
0.86532104
0 references
0.8643154
0 references
0.8590692
0 references
0.8563565
0 references
0.8560914
0 references
0.85530615
0 references
0.8537878
0 references
0.85061675
0 references
