LAUSR

MCMC Algorithms for Posteriors on Matrix Spaces

Sign Up to like & get
recommendations!
3 Published in 2022 at "Journal of Computational and Graphical Statistics"

DOI: 10.1080/10618600.2022.2058953

Abstract: We study Markov chain Monte Carlo (MCMC) algorithms for target distributions defined on matrix spaces. Such an important sampling problem has yet to be analytically explored. We carry out a major step in covering this… read more here.

Keywords: mcmc algorithms; algorithms posteriors; posteriors matrix; pcn ... See more keywords