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A note on the multiplicative gamma process

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  • Durante, Daniele

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.

Suggested Citation

  • Durante, Daniele, 2017. "A note on the multiplicative gamma process," Statistics & Probability Letters, Elsevier, vol. 122(C), pages 198-204.
    • Handle: RePEc:eee:stapro:v:122:y:2017:i:c:p:198-204
    DOI: 10.1016/j.spl.2016.11.014
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    References listed on IDEAS

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    1. Christopher Withers & Saralees Nadarajah, 2013. "On the product of gamma random variables," Quality & Quantity: International Journal of Methodology, Springer, vol. 47(1), pages 545-552, January.
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    6. repec:dau:papers:123456789/4648 is not listed on IDEAS
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    Cited by:

    1. Sylvia Fruhwirth-Schnatter, 2023. "Generalized Cumulative Shrinkage Process Priors with Applications to Sparse Bayesian Factor Analysis," Papers 2303.00473, arXiv.org.
    2. Jaejoon Lee & Seongil Jo & Jaeyong Lee, 2022. "Robust sparse Bayesian infinite factor models," Computational Statistics, Springer, vol. 37(5), pages 2693-2715, November.
    3. Kelly R. Moran & Elizabeth L. Turner & David Dunson & Amy H. Herring, 2021. "Bayesian hierarchical factor regression models to infer cause of death from verbal autopsy data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(3), pages 532-557, June.
    4. Daewon Yang & Taeryon Choi & Eric Lavigne & Yeonseung Chung, 2022. "Non‐parametric Bayesian covariate‐dependent multivariate functional clustering: An application to time‐series data for multiple air pollutants," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 71(5), pages 1521-1542, November.
    5. Daniel R. Kowal & Antonio Canale, 2021. "Semiparametric Functional Factor Models with Bayesian Rank Selection," Papers 2108.02151, arXiv.org, revised May 2022.
    6. L Schiavon & A Canale & D B Dunson, 2022. "Generalized infinite factorization models [A latent factor linear mixed model for high-dimensional longitudinal data analysis]," Biometrika, Biometrika Trust, vol. 109(3), pages 817-835.

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