A Bayesian approach for envelope models
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Publication:524457
DOI10.1214/16-AOS1449zbMath1367.62174MaRDI QIDQ524457
Subhadip Pal, Zhihua Su, Kshitij Khare
Publication date: 2 May 2017
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aos/1487667621
Stiefel manifoldGibbs samplingsufficient dimension reductionenvelope modelmatrix Bingham distribution
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Parametric inference under constraints (62F30) Bayesian inference (62F15)
Related Items (13)
A Bayesian Approach to Envelope Quantile Regression ⋮ Efficient simultaneous partial envelope model in multivariate linear regression ⋮ Envelope-based sparse partial least squares ⋮ Unnamed Item ⋮ Groupwise partial envelope model: efficient estimation in multivariate linear regression ⋮ Reducing subspace models for large‐scale covariance regression ⋮ A Review of Envelope Models ⋮ Scaled Partial Envelope Model in Multivariate Linear Regression ⋮ Envelopes and principal component regression ⋮ Conjugate priors and posterior inference for the matrix Langevin distribution on the Stiefel manifold ⋮ Model-based clustering with envelopes ⋮ Efficient estimation in expectile regression using envelope models ⋮ Efficient estimation of reduced-rank partial envelope model in multivariate linear regression
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