Cited in
(37)- Analysing exponential random graph (p-star) models with missing data using Bayesian data augmentation
- Detecting structural changes in longitudinal network data
- Random orthogonal matrices and the Cayley transform
- Bayesian analysis of the covariance matrix of a multivariate normal distribution with a new class of priors
- A Bayesian joint model for population and portfolio-specific mortality
- Monte Carlo Simulation on the Stiefel Manifold via Polar Expansion
- Geodesic Monte Carlo on embedded manifolds
- On conjugate families and Jeffreys priors for von Mises-Fisher distributions
- Conjugate priors and posterior inference for the matrix Langevin distribution on the Stiefel manifold
- Some recent developments in Markov chain Monte Carlo for cointegrated time series
- Description length and dimensionality reduction in functional data analysis
- Bayesian shape analysis of the complex Bingham distribution
- Asymptotic analysis of a matrix latent decomposition model
- On the computability of continuous maximum entropy distributions with applications
- Bayesian estimation of Karhunen-Loève expansions; a random subspace approach
- A variational approximations-DIC rubric for parameter estimation and mixture model selection within a family setting
- Regularised PCA to denoise and visualise data
- HSAUR2
- movMF
- hyperdirichlet
- 5tbl
- BSPBSS
- T4cluster
- bayesammi
- baystability
- scModels
- Bayesian adaptation of chaos representations using variational inference and sampling on geodesics
- Bayesian inference over the Stiefel manifold via the Givens representation
- A New Unified Approach for the Simulation of a Wide Class of Directional Distributions
- An objective prior for hyperparameters in normal hierarchical models
- A general Bayesian estimation method of linear-bilinear models applied to plant breeding trials with genotype \(\times\) environment interaction
- Another look at Bayesian analysis of AMMI models for genotype-environment data
- scientific article; zbMATH DE number 7008320 (Why is no real title available?)
- Posterior propriety of an objective prior for generalized hierarchical normal linear models
- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity
- Shared subspace models for multi-group covariance estimation
- Learning Subspaces of Different Dimensions
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