Bayesian bandwidth test and selection for high-dimensional banded precision matrices (Q2226705): Difference between revisions

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+Hypothesis testing for band size detection of high-dimensional banded precision matrices
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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
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+Regularized estimation of large covariance matrices
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+Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings
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+Optimal estimation and rank detection for sparse spiked covariance matrices
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+Optimal rates of convergence for covariance matrix estimation
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+Q3145535
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+Posterior graph selection and estimation consistency for high-dimensional Bayesian DAG models
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+Bayesian linear regression with sparse priors
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+Test for bandedness of high-dimensional precision matrices
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+A note on the consistency of Bayes factors for testing point null versus nonparametric alternatives.
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+High dimensional covariance matrix estimation using a factor model
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+Rate-optimal posterior contraction for sparse PCA
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+Covariance matrix selection and estimation via penalised  normal likelihood
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+On the use of Non-Local Prior Densities in Bayesian Hypothesis Tests
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+Bayesian Model Selection in High-Dimensional Settings
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+On Consistency and Sparsity for Principal Components Analysis in High Dimensions
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+Optimal Bayesian minimax rates for unconstrained large covariance matrices
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+Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors
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+Mixtures of <i>g</i> Priors for Bayesian Variable Selection
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+Empirical Bayes posterior concentration in sparse high-dimensional linear models
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+Consistency of objective Bayes factors as the model dimension grows
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+Posterior contraction in sparse Bayesian factor models for massive covariance matrices
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+Asymptotic normality and optimalities in estimation of large Gaussian graphical models
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+Tractable Bayesian Variable Selection: Beyond Normality
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+Cholesky decomposition of a hyper inverse Wishart matrix
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+Consistency of Bayesian linear model selection with a growing number of parameters
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+Scalable Bayesian Variable Selection Using Nonlocal Prior Densities in Ultrahigh-dimensional Settings
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+Consistency of Bayes factor for nonnested model selection when the model dimension grows
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+Bayes factor consistency for nested linear models with a growing number of parameters
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+High dimensional posterior convergence rates for decomposable graphical models
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+On the computational complexity of high-dimensional Bayesian variable selection
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