Monte Carlo Simulation on the Stiefel Manifold via Polar Expansion (Q5066447)
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scientific article; zbMATH DE number 7499906
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo Simulation on the Stiefel Manifold via Polar Expansion |
scientific article; zbMATH DE number 7499906 |
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Monte Carlo Simulation on the Stiefel Manifold via Polar Expansion (English)
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29 March 2022
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Bayesian inference
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Markov chain Monte Carlo
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multivariate data
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orthogonal matrix
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parameter expansion
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polar decomposition
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