Conjugate priors and posterior inference for the matrix Langevin distribution on the Stiefel manifold

DOI10.1214/19-BA1176zbMath1459.62238MaRDI QIDQ2226714

Arunava Banerjee, Riten Mitra, Subhadip Pal, Subhajit Sengupta

Publication date: 9 February 2021

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1570586976

zbMATH Keywords

Stiefel manifoldconjugate priorBayesian inferencehypergeometric function of matrix argumentmatrix Langevin distributionvectorcardiography

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Directional data; spatial statistics (62H11) Statistics on manifolds (62R30) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15)

Related Items

Asymptotic Analysis of a Matrix Latent Decomposition Model

Uses Software

• BayesDA
• movMF
• rstiefel

Cites Work

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