Monte Carlo Simulation on the Stiefel Manifold via Polar Expansion

DOI10.1080/10618600.2020.1859382OpenAlexW3113137221MaRDI QIDQ5066447

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

Publication date: 29 March 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.07684

zbMATH Keywords

Markov chain Monte Carlopolar decompositionBayesian inferenceorthogonal matrixmultivariate dataparameter expansion

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Bayesian uncertainty quantification for low-rank matrix completion, Random orthogonal matrices and the Cayley transform, Dynamic regression models for time-ordered functional data

Uses Software

• R
• fda (R)
• Stan
• rstiefel
• NUTS

Cites Work

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