Bayes linear adjustment for variance matrices

Details Bayes linear adjustment for variance matrices Bayes linear adjustment for variance matrices

1995-06-04

arxiv.org/abs/bayes-an/9506001v2

Physics

Data Analysis, Statistics and Probability

To appear in the Bayesian Statistics 5 conference volume. LaTeX, 11 pages, Chicago BIB-style (included), 2 postscript figures.

Scientific paper

We examine the problem of covariance belief revision using a geometric approach. We exhibit an inner-product space where covariance matrices live naturally --- a space of random real symmetric matrices. The inner-product on this space captures aspects of our beliefs about the relationship between covariance matrices of interest to us, providing a structure rich enough for us to adjust beliefs about unknown matrices in the light of data such as sample covariance matrices, exploiting second-order exchangeability specifications.

Affiliated with

Also associated with

No associations

Rating

Bayes linear adjustment for variance matrices does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Bayes linear adjustment for variance matrices, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Bayes linear adjustment for variance matrices will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-727272