Matrix-Variate Dirichlet Process Priors with Applications
نویسندگان
چکیده
منابع مشابه
Matrix-Variate Dirichlet Process Priors with Applications
In this paper we propose a matrix-variate Dirichlet process (MATDP) for modeling the joint prior of a set of random matrices. Our approach is able to share statistical strength among regression coe cient matrices due to the clustering property of the Dirichlet process. Moreover, since the base probability measure is de ned as a matrix-variate distribution, the dependence among the elements of e...
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ژورنال
عنوان ژورنال: Bayesian Analysis
سال: 2014
ISSN: 1936-0975
DOI: 10.1214/13-ba853