A note on the multiplicative gamma process

By Daniele Durante. 2016

61 citations recorded by the source corpus.

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.

Subfields: Computer Networks and Communications, Numerical Analysis, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/e7e77f4a1fa026fd9106e473609a922c38e55536