103 citations · 201 across the 29 of their papers we have counts for
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stat.ME2017
Exact Dimensionality Selection for Bayesian PCA
Charles Bouveyron, Pierre Latouche, Pierre-Alexandre Mattei
We present a Bayesian model selection approach to estimate the intrinsic dimensionality of a high-dimensional dataset. To this end, we introduce a novel formulation of the probabil…
math.PR2017★ 1 cited
Multiplying a Gaussian Matrix by a Gaussian Vector
Pierre-Alexandre Mattei
We provide a new and simple characterization of the multivariate generalized Laplace distribution. In particular, this result implies that the product of a Gaussian matrix with ind…