The Graphical Horseshoe Estimator for Inverse Covariance Matrices (Q6032753): Difference between revisions

@@ Property / cites work @@
+Posterior convergence rates for estimating large precision matrices using graphical models
+Normal rank
@@ Property / cites work @@
+Bayesian structure learning in graphical models
@@ Property / cites work: Bayesian structure learning in graphical models / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal predictive model selection.
@@ Property / cites work: Optimal predictive model selection. / rank @@
+Normal rank
@@ Property / cites work @@
+The horseshoe+ estimator of ultra-sparse signals
@@ Property / cites work: The horseshoe+ estimator of ultra-sparse signals / rank @@
+Normal rank
@@ Property / cites work @@
+Joint High‐Dimensional Bayesian Variable and Covariance Selection with an Application to eQTL Analysis
+Normal rank
@@ Property / cites work @@
+Dirichlet–Laplace Priors for Optimal Shrinkage
@@ Property / cites work: Dirichlet–Laplace Priors for Optimal Shrinkage / rank @@
+Normal rank
@@ Property / cites work @@
+The horseshoe estimator for sparse signals
@@ Property / cites work: The horseshoe estimator for sparse signals / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of Bayes risk for the horseshoe prior
+Normal rank
@@ Property / cites work @@
+Simultaneous Variable and Covariance Selection With the Multivariate Spike-and-Slab LASSO
+Normal rank
@@ Property / cites work @@
+Network exploration via the adaptive LASSO and SCAD penalties
+Normal rank
@@ Property / cites work @@
+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
+Normal rank
@@ Property / cites work @@
+An overview of the estimation of large covariance and precision matrices
+Normal rank
@@ Property / cites work @@
+Sparse inverse covariance estimation with the graphical lasso
+Normal rank
@@ Property / cites work @@
+Sparsistency and rates of convergence in large covariance matrix estimation
+Normal rank
@@ Property / cites work @@
+High-dimensional graphs and variable selection with the Lasso
+Normal rank
@@ Property / cites work @@
+Posterior contraction in sparse Bayesian factor models for massive covariance matrices
+Normal rank
@@ Property / cites work @@
+Local Shrinkage Rules, Lévy Processes and Regularized Regression
+Normal rank
@@ Property / cites work @@
+Covariance estimation: the GLM and regularization perspectives
+Normal rank
@@ Property / cites work @@
+Flexible covariance estimation in graphical Gaussian models
+Normal rank
@@ Property / cites work @@
+Stochastic complexity and modeling
@@ Property / cites work: Stochastic complexity and modeling / rank @@
+Normal rank
@@ Property / cites work @@
+Sparse permutation invariant covariance estimation
+Normal rank
@@ Property / cites work @@
+Q4864293
@@ Property / cites work: Q4864293 / rank @@
+Normal rank
@@ Property / cites work @@
+The horseshoe estimator: posterior concentration around nearly black vectors
+Normal rank
@@ Property / cites work @@
+Uncertainty quantification for the horseshoe (with discussion)
+Normal rank
@@ Property / cites work @@
+Bayesian graphical Lasso models and efficient posterior computation
+Normal rank
@@ Property / cites work @@
+High dimensional posterior convergence rates for decomposable graphical models
+Normal rank
@@ Property / cites work @@
+Model selection and estimation in the Gaussian graphical model
+Normal rank