Robust sparse Bayesian infinite factor models (Q2095775)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust sparse Bayesian infinite factor models |
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Robust sparse Bayesian infinite factor models (English)
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15 November 2022
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Bayesian modeling
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covariance estimation
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factor model
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multiplicative gamma process prior
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multivariate \(t\)-distribution
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