MCMC Algorithms for Posteriors on Matrix Spaces
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Cites work
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- Geometric ergodicity of Metropolis algorithms
- Heavy-Tail Phenomena
- Hyper Inverse Wishart Distribution for Non-decomposable Graphs and its Application to Bayesian Inference for Gaussian Graphical Models
- Inverse problems: a Bayesian perspective
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- On a generalization of the preconditioned Crank-Nicolson metropolis algorithm
- Particle Markov Chain Monte Carlo Methods
- Positive-definite matrix processes of finite variation
- Positivity of hit-and-run and related algorithms
- Rates of convergence of the Hastings and Metropolis algorithms
- Simple marginally noninformative prior distributions for covariance matrices
- Statistics on special manifolds
- The pseudo-marginal approach for efficient Monte Carlo computations
Cited in
(4)- Geodesic Lagrangian Monte Carlo over the space of positive definite matrices: with application to Bayesian spectral density estimation
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- MCMC algorithms for constrained variance matrices
- Matrix-variate Dirichlet process priors with applications
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