Hey, BUGS-listers,
I am now going to use Bayesian mathod to estimate
a matrix parameter C.
It is assumed that C is an orthogonal matrix already.
We know, if C is an arbitrary column vector, we may
use multivariate Gaussian prior on it.
However, now it is a matrix, so what can I do to
define a proper prior probability density function for C?
Thanks for your point.
Have a nice day!
Fred
-------------------------------------------------------------------
This list is for discussion of modelling issues and the BUGS software.
For help with crashes and error messages, first mail [log in to unmask]
To mail the BUGS list, mail to [log in to unmask]
Before mailing, please check the archive at www.jiscmail.ac.uk/lists/bugs.html
Please do not mail attachments to the list.
To leave the BUGS list, send LEAVE BUGS to [log in to unmask]
If this fails, mail [log in to unmask], NOT the whole list
|