A joint covariance construction for Gaussian priors preserves given marginals, permits arbitrary cross-correlations via contractions, and supports inference on the correlation structure itself.
Bounds for the distance to the nearest correlation matrix.SIAM Journal on Matrix Analysis and Applications, 37(3):1088–1102
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
stat.ME 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Beyond Independence: on Jointly Normal Priors in Bayesian Inversion
A joint covariance construction for Gaussian priors preserves given marginals, permits arbitrary cross-correlations via contractions, and supports inference on the correlation structure itself.