Flexible covariance estimation in graphical Gaussian models (Q1000308): Difference between revisions

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+Regularized estimation of large covariance matrices
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+Simulation of hyper-inverse Wishart distributions in graphical models
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+Information-theoretic asymptotics of Bayes methods
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+Partial information reference priors: Derivation and interpretations
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+Enriched conjugate and reference priors for the Wishart family on symmetric cones
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+Nonconjugate Bayesian Estimation of Covariance Matrices and Its Use in Hierarchical Models
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+Shrinkage Estimators for Covariance Matrices
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+Some Remarks on Noninformative Priors
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+Hyper Markov laws in the statistical analysis of decomposable graphical models
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+Conjugate priors for exponential families
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+Positive definite completions of partial Hermitian matrices
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+Empirical Bayes estimation of the multivariate normal covariance matrix
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+The variational form of certain Bayes estimators
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+Covariance matrix selection and estimation via penalised  normal likelihood
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+Experiments in stochastic computation for high-dimensional graphical models
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+Estimation of normal covariance and precision matrices with incomplete data
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+Improved minimax estimation of a normal precision matrix
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+A well-conditioned estimator for large-dimensional covariance matrices
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+Bayesian inference for a covariance matrix
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+Wishart distributions for decomposable graphs
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+Estimation of parameter matrices and eigenvalues in MANOVA and canonical correlation analysis
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+Cholesky decomposition of a hyper inverse Wishart matrix
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+Transversals of latin squares and their generalizations
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+Estimation of a covariance matrix using the reference prior
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