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Geometric Bayes

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자료유형학위논문
서명/저자사항Geometric Bayes.
개인저자Holbrook, Andrew J.
단체저자명University of California, Irvine. Statistics - Ph.D..
발행사항[S.l.]: University of California, Irvine., 2018.
발행사항Ann Arbor: ProQuest Dissertations & Theses, 2018.
형태사항207 p.
기본자료 저록Dissertation Abstracts International 80-01B(E).
Dissertation Abstract International
ISBN9780438304321
학위논문주기Thesis (Ph.D.)--University of California, Irvine, 2018.
일반주기 Source: Dissertation Abstracts International, Volume: 80-01(E), Section: B.
Adviser: Babak Shahbaba.
요약This dissertation is an investigation into the intersections between differential geometry and Bayesian analysis. The former is the mathematical discipline that underlies our understanding of the spatial structure of the universe
요약A major component of this work is the development and application of probabilistic models defined over smooth manifolds: dependencies between time series are modeled using the manifold of Hermitian positive definite matrices
요약This dissertation is ordered as follows. In Chapter 1, the general setting is introduced along with the rudiments of Riemannian geometry. In Chapter 2, the geodesic Lagrangian Monte Carlo algorithm is presented and used for Bayesian inference ov
일반주제명Statistics.
Applied mathematics.
Computer science.
언어영어
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