Bayesian Inference over the Stiefel Manifold via the Givens Representation

no code implementations • 25 Oct 2017 • Arya A Pourzanjani, Richard M Jiang, Brian Mitchell, Paul J. Atzberger, Linda R. Petzold

We show how the Givens representation can be used to develop practical methods for transforming densities over the Stiefel manifold into densities over subsets of Euclidean space.

Bayesian Inference Dimensionality Reduction