Bayesian inference over the Stiefel manifold via the Givens representation
From MaRDI portal
Publication:2057336
DOI10.1214/20-BA1202zbMath1493.62133arXiv1710.09443OpenAlexW2983402365MaRDI QIDQ2057336
Publication date: 6 December 2021
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1710.09443
Factor analysis and principal components; correspondence analysis (62H25) Statistics on manifolds (62R30) Bayesian inference (62F15)
Related Items
Monte Carlo Simulation on the Stiefel Manifold via Polar Expansion ⋮ Random orthogonal matrices and the Cayley transform ⋮ Bayesian inference over the Stiefel manifold via the Givens representation
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Sparsity information and regularization in the horseshoe and other shrinkage priors
- The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo
- Inference from iterative simulation using multiple sequences
- Bayesian inference over the Stiefel manifold via the Givens representation
- Random orthogonal matrices and the Cayley transform
- Geodesic Monte Carlo on Embedded Manifolds
- Models of Random Sparse Eigenmatrices and Bayesian Analysis of Multivariate Structure
- Simulating Hamiltonian Dynamics
- Random matrix theory
- Theoretical Statistics
- Generation of Random Orthogonal Matrices
- Probabilistic Principal Component Analysis
- Introduction to Time Series and Forecasting
- Simulation of the von mises fisher distribution
- Geodesic Lagrangian Monte Carlo over the space of positive definite matrices: with application to Bayesian spectral density estimation
- Bayesian analysis of the factor model with finance applications