The Reference Prior for Complex Covariance Matrices With Efficient Implementation Strategies

DOI10.1109/TSP.2009.2027768zbMath1392.94475MaRDI QIDQ4570045

Magnus Lundberg Nordenvaad, Lennart Svensson

Publication date: 9 July 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (1)

Geodesic Lagrangian Monte Carlo over the space of positive definite matrices: with application to Bayesian spectral density estimation

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