English

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.

Keywords

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"

R2 v1 2026-06-21T23:58:50.368Z