2 papers
stat.ME2025
An interpretable family of projected normal distributions and a related copula model for Bayesian analysis of hypertoroidal data
Shogo Kato, Gianluca Mastrantonio, Masayuki Ishikawa
This paper introduces two families of probability distributions for Bayesian analysis of hypertoroidal data. The first family consists of symmetric distributions derived from the p…
stat.ME2025
A new hierarchical distribution on arbitrary sparse precision matrices
Gianluca Mastrantonio, Pierfrancesco Alaimo Di Loro, Marco Mingione
We introduce a general strategy for defining distributions over the space of sparse symmetric positive definite matrices. Our method utilizes the Cholesky factorization of the prec…