Hi I am currently building a hierarchical bayesian regression model that generates separate estimates for multiple dependent variables (I call them kernels, and there are 2000 separate kernels to be exact). Currently, each of these kernels is being modeled independently using a separate hierarchica…

Modelling multivariate distributions with a sparse covariance structure

Sina_Mansour_L December 13, 2022, 12:44am 4

P.S. Given that there is a strong diagonal, is that suggesting the low-rank assumption does not hold?

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