Moments of the multivariate Beta distribution
Feng Zhao
TL;DR
This paper extends the Beta distribution to 2x2 matrices, providing analytical formulas for its moments to analyze its asymptotic behavior in multivariate settings.
Contribution
The paper introduces a matrix-variate Beta distribution and derives explicit formulas for its moments, advancing multivariate distribution analysis.
Findings
Analytical formulas for moments of the matrix Beta distribution
Insights into the asymptotic behavior of the distribution
Extension of Beta distribution to 2x2 matrices
Abstract
In this paper, we extend Beta distribution to 2 by 2 matrix and give the analytical formula for its moments. Our analytical formula can be used to analyze the asymptotic behavior of Beta distribution for 2 by 2 matrix.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStatistical Distribution Estimation and Applications · Bayesian Methods and Mixture Models