Enriched standard conjugate priors and the right invariant prior for Wishart distributions.

Hidemasa Oda Fumiyasu Komaki

Published in: J. Multivar. Anal. (2023)

Keyphrases

conjugate priors
hyperparameters
bayesian methods
geometric interpretation
posterior distribution
random sampling
cross validation
model selection
closed form
bayesian inference
maximum a posteriori
pairwise
noise level
feature selection
sample size
denoising
gaussian process
least squares
prior knowledge