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Geometric shrinkage priors for Kählerian signal filters

Abstract

We construct geometric shrinkage priors for K\"ahlerian signal filters. Based on the characteristics of K\"ahler manifold, an algorithm for finding the superharmonic priors is introduced. The algorithm is efficient and robust to obtain the Komaki priors. Several ans\"atze for the priors are also suggested. In particular, the ans\"atze related to K\"ahler potential are geometrically intrinsic priors to the information manifold because the geometry is derived from the potential. The implication to the ARFIMA model is also provided.

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