A permutation-based Bayesian approach for inverse covariance estimation (Q5077443): Difference between revisions

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+Posterior convergence rates for estimating large precision matrices using graphical models
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+Bayesian structure learning in graphical models
@@ Property / cites work: Bayesian structure learning in graphical models / rank @@
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+Regularized estimation of large covariance matrices
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+Covariance regularization by thresholding
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+Posterior graph selection and estimation consistency for high-dimensional Bayesian DAG models
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+Estimation of covariance matrix via the sparse Cholesky factor with lasso
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+Spectrum estimation for large dimensional covariance matrices using random matrix theory
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+Q3174091
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+Normal rank
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+Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance Correlation Parameters
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+High dimensional sparse covariance estimation via directed acyclic graphs
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+Penalized likelihood methods for estimation of sparse high-dimensional directed acyclic graphs
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+\(\ell_{0}\)-penalized maximum likelihood for sparse directed acyclic graphs
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+High dimensional posterior convergence rates for decomposable graphical models
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