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Université d'Orléans |  |
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Université d'Orléans | |
| HAL: hal-00450010, version 1 |
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| On matrix variate Dirichlet vectors |
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| Konstencia Bobecka 1Richard Emilion 2 |
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| For the MAPMO; POLYTECHNIKA Varsovie collaboration(s) |
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| (2009-12-01) |
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| A matrix variate Dirichlet vector is a random vector of independent Wishart matrices 'divided' by their sum. Many properties of Dirichlet vectors are usually established through integral computations assuming existence of density for the Wishart's. We propose a method to deal with the general case where densities need not exist. On the other hand, in dimension larger than 2, Dirichlet processes reduce to Dirichlet vectors and posterior of Dirichlet need not be Dirichlet. |
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| 1: | Polytechnika (PW) |
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Polytechnika Warsawska |
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| 2: | Mathématiques - Analyse, Probabilités, Modélisation - Orléans (MAPMO) |
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Université d'Orléans – CNRS : UMR7349 |
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| Subject | : | Mathematics/Statistics Statistics/Statistics Theory |
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| Bayesian statistics – Dirichlet vectors – Positive definite matrix – Random matrices – Wishart distribution |
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| hal-00450010, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00450010 | |
| oai:hal.archives-ouvertes.fr:hal-00450010 | |
| From: Richard Emilion | |
| Submitted on: Monday, 25 January 2010 11:14:14 | |
| Updated on: Monday, 25 January 2010 22:52:59 | |
