A Hierarchical Eigenmodel for Pooled Covariance Estimation (Q4632614)
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scientific article; zbMATH DE number 7049228
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Hierarchical Eigenmodel for Pooled Covariance Estimation |
scientific article; zbMATH DE number 7049228 |
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A Hierarchical Eigenmodel for Pooled Covariance Estimation (English)
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30 April 2019
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Bayesian inference
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copula
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Markov chain Monte Carlo methods
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principal components
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random matrix
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Stiefel manifold
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