https://github.com/sethaxen/rand_invwishart

additional materials for the paper "Efficiently generating inverse-Wishart matrices and their Cholesky factors"
https://github.com/sethaxen/rand_invwishart

inverse-wishart probability-distribution

Last synced: 3 months ago
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additional materials for the paper "Efficiently generating inverse-Wishart matrices and their Cholesky factors"

• Host: GitHub
• URL: https://github.com/sethaxen/rand_invwishart
• Owner: sethaxen
• License: cc-by-4.0
• Created: 2023-10-24T12:10:56.000Z (over 2 years ago)
• Default Branch: main
• Last Pushed: 2023-10-25T01:10:47.000Z (over 2 years ago)
• Last Synced: 2024-10-19T11:40:47.976Z (over 1 year ago)
• Topics: inverse-wishart, probability-distribution
• Language: TeX
• Homepage:
• Size: 1 MB
• Stars: 2
• Watchers: 2
• Forks: 0
• Open Issues: 1
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
# Efficiently generating inverse-Wishart matrices and their Cholesky factors

This repository contains the paper text and reference implementations for the paper

```tex

@misc{axen2023invwishart,

      title={Efficiently generating inverse-{Wishart} matrices and their {Cholesky} factors}, 

      author={Seth D. Axen},

      year={2023},

      eprint={2310.15884},

      archivePrefix={arXiv},

      primaryClass={stat.CO}

}

```

For the paper, see the `paper` subdirectory or [arXiv:2310.15884](https://arxiv.org/abs/2310.15884). For the reference implementations, see the [`RandomInverseWishart.jl`](./RandomInverseWishart.jl) subdirectory.