A note on the multiplicative gamma process
Methodology
2018-09-11 v2
Abstract
Adaptive dimensionality reduction in high-dimensional problems is a key topic in statistics. The multiplicative gamma process takes a relevant step in this direction, but improved studies on its properties are required to ease implementation. This note addresses such aim.
Cite
@article{arxiv.1610.03408,
title = {A note on the multiplicative gamma process},
author = {Daniele Durante},
journal= {arXiv preprint arXiv:1610.03408},
year = {2018}
}