Bayesian estimation of the precision matrix with monotone missing data
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Publication:831324
DOI10.1007/s10986-020-09493-7zbMath1466.62334OpenAlexW3084494124MaRDI QIDQ831324
Emna Ghorbel, Mahdi Louati, Kaouthar Kammoun
Publication date: 11 May 2021
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-020-09493-7
Wishart distributionconjugate priorBayesian estimationRiesz distributionCholesky decompositionmaximum a posterior distribution
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