Factorization of Separable and Patterned Covariance Matrices for Gibbs Sampling

DOI10.1515/MCMA.2000.6.3.205zbMath0969.65008OpenAlexW2000500294MaRDI QIDQ2706997

Daniel B. Rowe

Publication date: 4 October 2001

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma.2000.6.3.205

zbMATH Keywords

parameter estimationBayesian statisticsmatrix factorizationlatent rootsrandom samplelatent vectorsGibbs sample

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian problems; characterization of Bayes procedures (62C10) Direct numerical methods for linear systems and matrix inversion (65F05)

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