223 citations · 435 across the 41 of their papers we have counts for
3 papers · 2 filters
Geodesic Lagrangian Monte Carlo over the space of positive definite matrices: with application to Bayesian spectral density estimation
Andrew Holbrook, Shiwei Lan, Alexander Vandenberg-Rodes +1
We extend the application of Hamiltonian Monte Carlo to allow for sampling from probability distributions defined over symmetric or Hermitian positive definite matrices. To do so,…
Bayesian Inference on Matrix Manifolds for Linear Dimensionality Reduction
Andrew Holbrook, Alexander Vandenberg-Rodes, Babak Shahbaba
We reframe linear dimensionality reduction as a problem of Bayesian inference on matrix manifolds. This natural paradigm extends the Bayesian framework to dimensionality reduction…
Variational Hamiltonian Monte Carlo via Score Matching
Cheng Zhang, Babak Shahbaba, Hongkai Zhao
Traditionally, the field of computational Bayesian statistics has been divided into two main subfields: variational methods and Markov chain Monte Carlo (MCMC). In recent years, ho…