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arXiv · 1304.3673

Bayesian analysis of matrix data with rstiefel

Peter D. Hoff
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Abstract

We illustrate the use of the R-package "rstiefel" for matrix-variate data analysis in the context of two examples. The first example considers estimation of a reduced-rank mean matrix in the presence of normally distributed noise. The second example considers the modeling of a social network of friendships among teenagers. Bayesian estimation for these models requires the ability to simulate from the matrix-variate von Mises-Fisher distributions and the matrix-variate Bingham distributions on the Stiefel manifold.

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Peter D. Hoff. 2013-04-12. Bayesian analysis of matrix data with rstiefel. https://arxiv.org/abs/1304.3673

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