EM Estimation of Conditional Matrix Variate t Distributions
Abstract
Conditional 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.
0
Turn this paper into a full lesson
ArcXiv compiles a staged curriculum from this paper: 8-12 lessons across beginner → advanced, synthesised section guides, visuals, flashcards, a quiz, exercises, and on-demand deep dives per section. Grounded in the abstract, never invented.