Posterior convergence rates for estimating large precision matrices using graphical models (Q470497): Difference between revisions

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+A Monte Carlo method for computing the marginal likelihood in nondecomposable Gaussian graphical models
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+Covariance regularization by thresholding
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+Regularized estimation of large covariance matrices
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+Adaptive Thresholding for Sparse Covariance Matrix Estimation
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+A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation
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+Adaptive covariance matrix estimation through block thresholding
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+Optimal rates of convergence for covariance matrix estimation
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+Simulation of hyper-inverse Wishart distributions in graphical models
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+Objective Bayesian model selection in Gaussian graphical models
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+Hyper Markov laws in the statistical analysis of decomposable graphical models
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+Bayesian Inference for General Gaussian Graphical Models With Application to Multivariate Lattice Data
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+Sparse graphical models for exploring gene expression data
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+Sparse inverse covariance estimation with the graphical lasso
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+Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity.
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+Positive definite completions of partial Hermitian matrices
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+Covariance matrix selection and estimation via penalised  normal likelihood
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+Operator norm consistent estimation of large-dimensional sparse covariance matrices
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+Sparsistency and rates of convergence in large covariance matrix estimation
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+Q4382293
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+A well-conditioned estimator for large-dimensional covariance matrices
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+Copula Gaussian graphical models and their application to modeling functional disability data
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+Wishart distributions for decomposable graphs
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+High-dimensional graphs and variable selection with the Lasso
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+Q3219581
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+Posterior contraction in sparse Bayesian factor models for massive covariance matrices
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+Flexible covariance estimation in graphical Gaussian models
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+Generalized Thresholding of Large Covariance Matrices
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+Sparse permutation invariant covariance estimation
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+Cholesky decomposition of a hyper inverse Wishart matrix
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+Estimation of a covariance matrix using the reference prior
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+Model selection and estimation in the Gaussian graphical model
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