20 citations · 68 across the 28 of their papers we have counts for
5 papers · 1 filter
Double shrinkage priors for a normal mean matrix
Takeru Matsuda, Fumiyasu Komaki, William E. Strawderman
We consider estimation of a normal mean matrix under the Frobenius loss. Motivated by the Efron--Morris estimator, a generalization of Stein's prior has been recently developed, wh…
Minimaxity under half-Cauchy type priors
Yuzo Maruyama, Takeru Matsuda
This is a follow-up paper of Polson and Scott (2012, Bayesian Analysis), which claimed that the half-Cauchy prior is a sensible default prior for a scale parameter in hierarchical…
Information Geometry of Wasserstein Statistics on Shapes and Affine Deformations
Shun-ichi Amari, Takeru Matsuda
Information geometry and Wasserstein geometry are two main structures introduced in a manifold of probability distributions, and they capture its different characteristics. We stud…
Modelling the discretization error of initial value problems using the Wishart distribution
Naoki Marumo, Takeru Matsuda, Yuto Miyatake
This paper presents a new discretization error quantification method for the numerical integration of ordinary differential equations. The error is modelled by using the Wishart di…
Matrix quadratic risk of orthogonally invariant estimators for a normal mean matrix
Takeru Matsuda
In estimation of a normal mean matrix under the matrix quadratic loss, we develop a general formula for the matrix quadratic risk of orthogonally invariant estimators. The derivati…