16 citations · 34 across the 8 of their papers we have counts for
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stat.CO2016★ 3 cited
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,…
stat.CO2016★ 7 cited
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…