rstiefel: Random orthonormal matrix generation on the Stiefel manifold. This package simulates random orthonormal matrices from linear and quadratic exponential family distributions on the Stiefel manifold. The most general type of distribution covered is the matrix-variate Bingham-von Mises-Fisher distribution. Most of the simulation methods are presented in Hoff(2009) ”Simulation of the Matrix Bingham-von Mises-Fisher Distribution, With Applications to Multivariate and Relational Data.”

References in zbMATH (referenced in 19 articles )

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  1. Ando, Tomohiro; Bai, Jushan: Quantile co-movement in financial markets: a panel quantile model with unobserved heterogeneity (2020)
  2. Berger, James O.; Sun, Dongchu; Song, Chengyuan: An objective prior for hyperparameters in normal hierarchical models (2020)
  3. Jauch, Michael; Hoff, Peter D.; Dunson, David B.: Random orthogonal matrices and the Cayley transform (2020)
  4. Park, Jong Hee; Sohn, Yunkyu: Detecting structural changes in longitudinal network data (2020)
  5. Franks, Alexander M.; Hoff, Peter: Shared subspace models for multi-group covariance estimation (2019)
  6. Duan, Leo L.; Johndrow, James E.; Dunson, David B.: Scaling up data augmentation MCMC via calibration (2018)
  7. Tsilifis, P.; Ghanem, R. G.: Bayesian adaptation of chaos representations using variational inference and sampling on geodesics (2018)
  8. Marowka, Maciej; Peters, Gareth W.; Kantas, Nikolas; Bagnarosa, Guillaume: Some recent developments in Markov chain Monte Carlo for cointegrated time series (2017)
  9. van Berkum, Frank; Antonio, Katrien; Vellekoop, Michel: A Bayesian joint model for population and portfolio-specific mortality (2017)
  10. Chowdhary, Kenny; Najm, Habib N.: Bayesian estimation of Karhunen-Loève expansions; a random subspace approach (2016)
  11. Verbanck, Marie; Josse, Julie; Husson, François: Regularised PCA to denoise and visualise data (2015)
  12. Josse, Julie; van Eeuwijk, Fred; Piepho, Hans-Peter; Denis, Jean-Baptiste: Another look at Bayesian analysis of AMMI models for genotype-environment data (2014)
  13. Kurt Hornik; Bettina Grün: movMF: An R Package for Fitting Mixtures of von Mises-Fisher Distributions (2014) not zbMATH
  14. Leu, Richard; Damien, Paul: Bayesian shape analysis of the complex Bingham distribution (2014)
  15. Byrne, Simon; Girolami, Mark: Geodesic Monte Carlo on embedded manifolds (2013)
  16. Hornik, Kurt; Grün, Bettina: On conjugate families and Jeffreys priors for von Mises-Fisher distributions (2013)
  17. Poskitt, D. S.; Sengarapillai, Arivalzahan: Description length and dimensionality reduction in functional data analysis (2013)
  18. Perez-Elizalde, Sergio; Jarquin, Diego; Crossa, Jose: A general Bayesian estimation method of linear-bilinear models applied to plant breeding trials with genotype (\times) environment interaction (2012)
  19. Koskinen, Johan H.; Robins, Garry L.; Pattison, Philippa E.: Analysing exponential random graph (p-star) models with missing data using Bayesian data augmentation (2010)