Bayesian sparse covariance decomposition with a graphical structure (Q2631381)

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Bayesian sparse covariance decomposition with a graphical structure
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    Bayesian sparse covariance decomposition with a graphical structure (English)
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    29 July 2016
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    Bayesian graphical Lasso
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    covariance estimation
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    factor graphical model
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    factor analysis
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    low-rank-plus-sparse decomposition
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