Enriched conjugate and reference priors for the Wishart family on symmetric cones
نویسندگان
چکیده
منابع مشابه
The Wishart Distributions on Homogeneous Cones
The classical family of Wishart distributions on a cone of positive definite matrices and its fundamental features are extended to a family of generalized Wishart distributions on a homogeneous cone using the theory of exponential families. The generalized Wishart distributions include all known families of Wishart distributions as special cases. The relations to graphical models and Bayesian s...
متن کاملSpherical Functions on Symmetric Cones
In this note, we obtain a recursive formula for the spherical functions associated with the symmetric cone of a formally real Jordan algebra. We use this formula as an inspiration for a similar recursive formula involving the Jack polynomials.
متن کاملA Channel-Based Perspective on Conjugate Priors
A desired closure property in Bayesian probability is that an updated posterior distribution is in the same class of distributions — say Gaussians — as the prior distribution. When the updating takes place via a likelihood, one then calls the class of prior distributions the ‘conjugate prior’ of this likelihood. This paper gives (1) an abstract formulation of this notion of conjugate prior, usi...
متن کاملthe search for the self in becketts theatre: waiting for godot and endgame
this thesis is based upon the works of samuel beckett. one of the greatest writers of contemporary literature. here, i have tried to focus on one of the main themes in becketts works: the search for the real "me" or the real self, which is not only a problem to be solved for beckett man but also for each of us. i have tried to show becketts techniques in approaching this unattainable goal, base...
15 صفحه اولذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2003
ISSN: 0090-5364
DOI: 10.1214/aos/1065705116