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Simulation of the matrix Bingham-von Mises-Fisher distribution, with applications to multivariate and relational data

Simulation of the matrix Bingham-von Mises-Fisher distribution, with applications to multivariate and relational data. Peter D. Hoff to appear in Journal of Computational and Graphical Statistics. Discussion led by Chunping Wang ECE, Duke University July 10, 2009. Outline.

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Eigenmodel estimation - PowerPoint PPT Presentation

Simulation of the matrix Bingham-von Mises-Fisher distribution, with applications to multivariate and relational data