Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5129894 | Statistics & Probability Letters | 2017 | 7 Pages |
Abstract
Adaptive dimensionality reduction in high-dimensional problems is a key topic in statistics. The multiplicative gamma process takes a relevant step in this direction, but improved studies on its properties are required to ease implementation. This note addresses such aim.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Daniele Durante,