Geodesic Lagrangian Monte Carlo over the space of positive definite matrices: with application to Bayesian spectral density estimation (Q4960588)
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scientific article; zbMATH DE number 7192588
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Geodesic Lagrangian Monte Carlo over the space of positive definite matrices: with application to Bayesian spectral density estimation |
scientific article; zbMATH DE number 7192588 |
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Geodesic Lagrangian Monte Carlo over the space of positive definite matrices: with application to Bayesian spectral density estimation (English)
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23 April 2020
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Riemannian geometry
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spectral analysis
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HMC
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