Feng Zhang
2003-Jun-12 22:36 UTC
[R] How to define a proper prior for an orthogonal matrix?
Hey, R-listers, I am now going to use Bayesian mathod to estimate a matrix parameter C. It is assumed that C is an orthogonal matrix already. We know, if C is an arbitrary column vector, we may use multivariate Gaussian prior on it. However, now it is a matrix, so what can I do to define a proper prior probability density function for C? Thanks for your point. Have a nice day! Fred