Geometric Shrinkage Priors for Kählerian Signal Filters
We construct geometric shrinkage priors for Kählerian signal filters. Based on the characteristics of Kähler manifolds, an efficient and robust algorithm for finding superharmonic priors which outperform the Jeffreys prior is introduced. Several ansätze for the Bayesian predictive priors are also su...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2015-03-01
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Series: | Entropy |
Subjects: | |
Online Access: | http://www.mdpi.com/1099-4300/17/3/1347 |