Showing stat.COShow all
2 papers · 1 filter
stat.CO2025
Geodesic Variational Bayes for Multiway Covariances
Quinn Simonis, Martin T. Wells
This article explores the optimization of variational approximations for posterior covariances of Gaussian multiway arrays. To achieve this, we establish a natural differential geo…
stat.CO2025
Separable Geodesic Lagrangian Monte Carlo for Inference in 2-Way Covariance Models
Quinn Simonis, Martin T. Wells
Matrix normal models have an associated 4-tensor for their covariance representation. The covariance array associated with a matrix normal model is naturally represented as a Krone…