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arXiv · 1610.03408

A note on the multiplicative gamma process

Daniele Durante
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Abstract

Adaptive dimensionality reduction in high-dimensional problems is a key topic in statistics. The multiplicative gamma process takes a relevant step in this direction, but improved studies on its properties are required to ease implementation. This note addresses such aim.

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Daniele Durante. 2016-10-30. A note on the multiplicative gamma process. https://doi.org/10.1016/j.spl.2016.11.014

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