Geodesic Lagrangian Monte Carlo over the space of positive definite matrices: with application to Bayesian spectral density estimation

Document Details

Document Type
Pub Defense Publication
Publication Date
Dec 27, 2017
Source ID
10.1080/00949655.2017.1416470

Entities

People

  • Alexander Vandenberg-rodes
  • Andrew Holbrook
  • Babak Shahbaba
  • Shiwei Lan

Organizations

  • California Institute of Technology
  • Defense Advanced Research Projects Agency
  • National Institutes of Health
  • National Science Foundation
  • University of California

Tags

Technology Areas

  • AI & ML
  • AI & ML - Bayesian Inference
  • AI & ML - Machine Learning Algorithms
  • Space