EM Estimation of Conditional Matrix Variate $t$ Distributions

• Tác giả: Battulga Gankhuu
• Ngôn ngữ: eng
• Ký hiệu phân loại: 372.79 Elementary education
• Thông tin xuất bản: 2024
• Bộ sưu tập: Metadata
• ID: 203025

Tóm tắt

Comment: 16 pages. arXiv admin note: substantial text overlap with arXiv:2404.11235Conditional matrix variate student $t$ distribution was introduced by Battulga (2024a). In this paper, we propose a new version of the conditional matrix variate student $t$ distribution. The paper provides EM algorithms, which estimate parameters of the conditional matrix variate student $t$ distributions, including general cases and special cases with Minnesota prior.