Posterior contraction in sparse Bayesian factor models for massive covariance matrices (Q2510828)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Posterior contraction in sparse Bayesian factor models for massive covariance matrices |
scientific article |
Statements
Posterior contraction in sparse Bayesian factor models for massive covariance matrices (English)
0 references
4 August 2014
0 references
Bayesian estimation
0 references
covariance matrix
0 references
factor model
0 references
rate of convergence
0 references
shrinkage
0 references
sparsity
0 references
