文献详情
Matrix Dirichlet processes
文献类型：期刊
通讯作者：Li, SZ (reprint author), Renmin Univ China, Sch Math, Beijing 100872, Peoples R China.; Li, SZ (reprint author), Univ Paul Sabatier, Inst Math Toulouse, F-31062 Toulouse, France.; Li, SZ (reprint author), Fudan Univ, Sch Math Sci, Shanghai 200433, Peoples R China.
期刊名称：ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES影响因子和分区
年：2019
卷：55
期：2
页码：909-940
ISSN：0246-0203
关键词：Matrix Dirichlet processes; Diffusion operators; Wishart processes
摘要：Matrix Dirichlet processes, in reference to their reversible measure, appear in a natural way in many different models in probability. Applying the language of diffusion operators and the theory of boundary equations, we describe Dirichlet processes on the matrix simplex and provide two models of matrix Dirichlet processes, which can be realized by various projections, through the Brownian motion on the special unitary group and also through Wishart processes.
DOI：10.1214/18-AIHP903
百度学术：Matrix Dirichlet processes
语言：外文
基金：China Scholarship CouncilChina Scholarship Council [2017M610797]; China Postdoctoral Science FoundationChina Postdoctoral Science Foundation
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