Conjugate priors and posterior inference for the matrix Langevin distribution on the Stiefel manifold

DOI10.1214/19-BA1176zbMath1459.62238MaRDI QIDQ2226714

Riten Mitra, Subhadip Pal, Arunava Banerjee, Subhajit Sengupta

Publication date: 9 February 2021

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1570586976

zbMATH Keywords

Stiefel manifold; conjugate prior; Bayesian inference; hypergeometric function of matrix argument; matrix Langevin distribution; vectorcardiography

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H11: Directional data; spatial statistics

62R30: Statistics on manifolds

62P10: Applications of statistics to biology and medical sciences; meta analysis

62F15: Bayesian inference

Uses Software

• BayesDA
• movMF
• rstiefel