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Parameter expansion for sampling a correlation matrix: an efficient GPX-RPMH algorithm - MaRDI portal

Parameter expansion for sampling a correlation matrix: an efficient GPX-RPMH algorithm (Q3615028)

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Parameter expansion for sampling a correlation matrix: an efficient GPX-RPMH algorithm
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    Parameter expansion for sampling a correlation matrix: an efficient GPX-RPMH algorithm (English)
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    17 March 2009
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    generalized candidate prior
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    GPX-RPMH algorithm
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    correlation matrix
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    target prior
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