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Showing 1 to 1 of 1 for “"Invariant Haar Prior"”.

  1. Objective Bayesian Analysis of Kullback-Liebler Divergence of two Multivariate Normal Distributions with Common Covariance Matrix and Star-shape Gaussian Graphical Model

    … this part is to derive objective/non-informative priors for the parameterizations and use these priors to build up constructive random posteriors of the Kullback-Liebler (KL) divergence of the two multivariate normal populations, which is proportional to the distance between the two means, …

    vt Repository record for Objective Bayesian Analysis of Kullback-Liebler Divergence of two Multivariate Normal Distributions with Common Covariance Matrix and Star-shape Gaussian Graphical Model (opens in a new tab)