1995/06/04 by Darren J. Wilkinson, Darren J Wilkinson, Michael Goldstein +2
Chemistry · Mathematics · Physics and Astronomy · #Advanced Statistical Methods and Models #Data Analysis #FOS: Physical sciences #Spectroscopy and Chemometric Analyses #Statistics and Probability (physics.data-an) #bayes-an #physics.data-an
paper · pdf · doi:10.48550/arxiv.bayes-an/9506001
To appear in the Bayesian Statistics 5 conference volume. LaTeX, 11 pages, Chicago BIB-style (included), 2 postscript figures. Also available as a postscript file from http://fourier.dur.ac.uk:8000/~dma3djw/djwgvar.html For information on [B/D], go to http://fourier.dur.ac.uk:8000/stats/bd/
openalex publication_date 1995/06/04 · arxiv created 1995/06/05 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
We examine the problem of covariance belief revision using a geometric approach. We exhibit an inner-product space where covariance matrices live naturally --- a space of random real symmetric matrices. The inner-product on this space captures aspects of our beliefs about the relationship between covariance matrices of interest to us, providing a structure rich enough for us to adjust beliefs about unknown matrices in the light of data such as sample covariance matrices, exploiting second-order exchangeability specifications.