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

Open Webpage

Andrew Holbrook, Shiwei Lan, Alexander Vandenberg-Rodes, Babak Shahbaba

Published: 24 Mar 2018, Last Modified: 05 May 2026Journal of Statistical Computation and SimulationEveryoneRevisionsCC BY-SA 4.0
Abstract: ABSTRACT