341 citations · 852 across the 28 of their papers we have counts for
Showing 2017 · stat.MEShow all
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stat.ME2017★ 3 cited
Flexible Bayesian Dynamic Modeling of Correlation and Covariance Matrices
Shiwei Lan, Andrew Holbrook, Gabriel A. Elias +3
Modeling correlation (and covariance) matrices can be challenging due to the positive-definiteness constraint and potential high-dimensionality. Our approach is to decompose the co…
stat.ME2017★ 4 cited
The nonparametric Fisher geometry and the chi-square process density prior
Andrew Holbrook, Shiwei Lan, Jeffrey Streets +1
It is well known that the Fisher information induces a Riemannian geometry on parametric families of probability density functions. Following recent work, we consider the nonparame…