Random orthogonal matrices and the Cayley transform

DOI10.3150/19-BEJ1176zbMath1466.60010arXiv1810.02881OpenAlexW3003561462MaRDI QIDQ2295044

Michael Jauch, David B. Dunson, Peter D. Hoff

Publication date: 12 February 2020

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.02881

zbMATH Keywords

JacobianMarkov chain Monte CarloStiefel manifoldGrassmann manifoldGaussian approximation

Mathematics Subject Classification ID

Statistics on manifolds (62R30) Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20)

Related Items

Monte Carlo Simulation on the Stiefel Manifold via Polar Expansion, Asymptotic Analysis of a Matrix Latent Decomposition Model, Euclidean Representation of Low-Rank Matrices and Its Geometric Properties, Bayesian inference over the Stiefel manifold via the Givens representation

Uses Software

• Stan
• PyMC
• rstiefel

Cites Work

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