Bayesian inference over the Stiefel manifold via the Givens representation

DOI10.1214/20-BA1202zbMath1493.62133arXiv1710.09443OpenAlexW2983402365MaRDI QIDQ2057336

Yanyan Li

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

zbMATH Keywords

principal component analysistransformationdimensionality reductionorthogonal matrix

Mathematics Subject Classification ID

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

• Stan
• PyMC
• itsmr
• rstiefel
• PMTK
• Edward
• NUTS

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