2 papers
stat.CO2019
Monte Carlo simulation on the Stiefel manifold via polar expansion
Michael Jauch, Peter D. Hoff, David B. Dunson
Motivated by applications to Bayesian inference for statistical models with orthogonal matrix parameters, we present a general approach to Monte Carlo s…
math.ST2018
Random orthogonal matrices and the Cayley transform
Michael Jauch, Peter D. Hoff, David B. Dunson
Random orthogonal matrices play an important role in probability and statistics, arising in multivariate analysis, directional statistics, and models of physical systems, among oth…