rstiefel

swMATH11607CRANrstiefelMaRDI QIDQ23547FDOQ23547

Random Orthonormal Matrix Generation and Optimization on the Stiefel Manifold

Peter Hoff

Last update: 15 June 2021

Copyright license: GNU General Public License, version 3.0

Software version identifier: 1.0.1

Source code repository: https://github.com/cran/rstiefel

Cites work

• A feasible method for optimization with orthogonality constraints
• Simulation of the Matrix Bingham–von Mises–Fisher Distribution, With Applications to Multivariate and Relational Data

Cited In (32)

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• 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
• Description length and dimensionality reduction in functional data analysis
• Bayesian shape analysis of the complex Bingham distribution
• On the Computability of Continuous Maximum Entropy Distributions with Applications
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• A variational approximations-DIC rubric for parameter estimation and mixture model selection within a family setting
• Bayesian estimation of Karhunen-Loève expansions; a random subspace approach
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• Bayesian inference over the Stiefel manifold via the Givens representation
• A New Unified Approach for the Simulation of a Wide Class of Directional Distributions
• A BAYESIAN JOINT MODEL FOR POPULATION AND PORTFOLIO-SPECIFIC MORTALITY
• An objective prior for hyperparameters in normal hierarchical models
• Posterior propriety of an objective prior for generalized hierarchical normal linear models
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• 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
• BSPBSS
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• Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity
• Some recent developments in Markov Chain Monte Carlo for cointegrated time series
• Learning Subspaces of Different Dimensions
• bayesammi
• baystability
• Asymptotic Analysis of a Matrix Latent Decomposition Model

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