2001
DOI: 10.1155/s1110757x0100701x
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Matrix variate Kummer‐Dirichlet distributions

Abstract: The multivariate Kummer-Beta and multivariate Kummer-Gamma families of distributions have been proposed and studied recently by Ng and Kotz. These distributions are extensions of Kummer-Beta and Kummer-Gamma distributions. In this article we propose and study matrix variate generalizations of multivariate Kummer-Beta and multivariate Kummer-Gamma families of distributions

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Cited by 22 publications
(31 citation statements)
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“…The Gaussian distribution of random matrices is well understood [4]. A typical example of its application in speech recognition is maximum a posteriori linear regression (MAPLR) [5] for speaker adaptation, in which a matrix variate prior was used for the linear regression transformation matrix.…”
Section: Matrix Variate Gaussian Priormentioning
confidence: 99%
“…The Gaussian distribution of random matrices is well understood [4]. A typical example of its application in speech recognition is maximum a posteriori linear regression (MAPLR) [5] for speaker adaptation, in which a matrix variate prior was used for the linear regression transformation matrix.…”
Section: Matrix Variate Gaussian Priormentioning
confidence: 99%
“…The Gaussian distribution of random matrices is well understood [36]. A typical example of its application in speech recognition is maximum a posteriori linear regression (MAPLR) [37] for speaker adaptation, in which a matrix variate prior is used for the linear regression transformation matrix.…”
Section: A Matrix Variate Gaussian Priormentioning
confidence: 99%
“…Note that even though Jun et al [2005] claim that in this case the expectation E(C) with respect to Eq. (4) is C 0 , this is not the case unless, k ¼ 3r 0 + 2, which is seen by calculating EðCÞ ¼ r0 kÀ2r0À2 C 0 [Gupta and Nagar, 2000]. However, our model is not overly sensitive to the estimated noise covariance C 0 due to the SVD strategy, so we used the value of k ¼ 4r 0 , giving…”
Section: The Noise Covariance Priormentioning
confidence: 99%