Geodesic Lagrangian Monte Carlo over the space of positive definite matrices: with application to Bayesian spectral density estimation

Mathematics

• Spectral Density Estimation 100%
• Positive definite matrix 72%
• Geodesic 56%
• Bayesian inference 45%
• Context 39%
• Reference Prior 29%
• Metric 28%
• Multivariate Time Series 27%
• Conjugate prior 27%
• Posterior distribution 21%
• Closed-form 17%
• Riemannian Manifold 17%
• Modeling 13%
• Range of data 13%

Business & Economics

• Spectral Density 96%
• Density Estimation 93%
• Bayesian Inference 62%
• Matrix 56%
• Reference Prior 37%
• Multivariate Time Series 27%
• Posterior Distribution 27%
• Sampling 22%
• Future Directions 21%
• Modeling 12%

Engineering & Materials Science

• Spectral density 86%
• Hamiltonians 38%
• Time series 27%
• Sampling 22%