Bayesian analysis of matrix data with rstiefel
Computation
2013-04-15 v1 Methodology
Abstract
We illustrate the use of the R-package "rstiefel" for matrix-variate data analysis in the context of two examples. The first example considers estimation of a reduced-rank mean matrix in the presence of normally distributed noise. The second example considers the modeling of a social network of friendships among teenagers. Bayesian estimation for these models requires the ability to simulate from the matrix-variate von Mises-Fisher distributions and the matrix-variate Bingham distributions on the Stiefel manifold.
Cite
@article{arxiv.1304.3673,
title = {Bayesian analysis of matrix data with rstiefel},
author = {Peter D. Hoff},
journal= {arXiv preprint arXiv:1304.3673},
year = {2013}
}
Comments
This is a vignette for the R-package "rstiefel"