Covariance structure estimation with Laplace approximation (Q6074739)

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scientific article; zbMATH DE number 7740036
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Covariance structure estimation with Laplace approximation
scientific article; zbMATH DE number 7740036

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    Covariance structure estimation with Laplace approximation (English)
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    19 September 2023
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    Gaussian covariance graph model
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    Laplace approximation
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    posterior convergence rate
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    slab and spike prior
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    sparse covariance matrix
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