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math.ST2021
Enriched standard conjugate priors and the right invariant prior for Wishart distributions
Hidemasa Oda, Fumiyasu Komaki
The prediction of the variance-covariance matrix of the multivariate normal distribution is important in the multivariate analysis. We investigated Bayesian predictive distribution…
math.ST2020
Shrinkage priors on complex-valued circular-symmetric autoregressive processes
Hidemasa Oda, Fumiyasu Komaki
We investigate shrinkage priors on power spectral densities for complex-valued circular-symmetric autoregressive processes. We construct shrinkage predictive power spectral densiti…