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Bayesian estimation of the precision matrix with monotone missing data - MaRDI portal

Bayesian estimation of the precision matrix with monotone missing data (Q831324)

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scientific article; zbMATH DE number 7347076
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Bayesian estimation of the precision matrix with monotone missing data
scientific article; zbMATH DE number 7347076

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    Bayesian estimation of the precision matrix with monotone missing data (English)
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    11 May 2021
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    Bayesian estimation
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    Cholesky decomposition
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    conjugate prior
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    maximum a posterior distribution
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    Riesz distribution
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    Wishart distribution
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