Posterior contraction in sparse Bayesian factor models for massive covariance matrices (Q2510828): Difference between revisions
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Revision as of 08:26, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Posterior contraction in sparse Bayesian factor models for massive covariance matrices |
scientific article |
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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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