State space models on special manifolds

DOI10.1016/j.jmva.2006.03.002zbMath1099.62098OpenAlexW2080800829MaRDI QIDQ2507755

Yasuko Chikuse

Publication date: 5 October 2006

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2006.03.002

zbMATH Keywords

iterative methodStiefel manifoldGrassmann manifoldposterior mode estimationstate space modelmatrix Langevin distributions

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Generalized stochastic processes (60G20)

Related Items (2)

Asymptotic Analysis of a Matrix Latent Decomposition Model ⋮ Lagrangian mechanics and variational integrators on two-spheres

Cites Work

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