Posterior contraction in sparse Bayesian factor models for massive covariance matrices (Q2510828): Difference between revisions

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Latest revision as of 09:28, 30 July 2024

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Posterior contraction in sparse Bayesian factor models for massive covariance matrices
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    Posterior contraction in sparse Bayesian factor models for massive covariance matrices (English)
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    4 August 2014
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    Bayesian estimation
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    covariance matrix
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    factor model
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    rate of convergence
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    shrinkage
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    sparsity
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