A note on the multiplicative gamma process

DOI10.1016/J.SPL.2016.11.014zbMATH Open1463.62160OpenAlexW2530628164MaRDI QIDQ504501FDOQ504501

Authors Daniele Durante

Publication date 16 January 2017

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1610.03408

zbMATH Keywords

matrix factorizationstochastic ordershrinkage priormultiplicative gamma process

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Inequalities; stochastic orderings (60E15)

Abstract: Adaptive dimensionality reduction in high-dimensional problems is a key topic in statistics. The multiplicative gamma process takes a relevant step in this direction, but improved studies on its properties are required to ease implementation. This note addresses such aim.

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Cited in

(16)

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• Addendum to ``Moments of gamma type and the Brownian supremum process area
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• Structured prior distributions for the covariance matrix in latent factor models
• On the Truncation Error of a Superposed Gamma Process
• Causal mediation analysis for sparse and irregular longitudinal data
• Bayesian multistudy factor analysis for high-throughput biological data
• Parsimonious Bayesian factor analysis for modelling latent structures in spectroscopy data
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• Bayesian matrix completion approach to causal inference with panel data
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Uses Software

• softImpute

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