Posterior convergence rates for estimating large precision matrices using graphical models
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Publication:470497
DOI10.1214/14-EJS945zbMath1302.62124arXiv1302.2677WikidataQ57423579 ScholiaQ57423579MaRDI QIDQ470497
Subhashis Ghosal, Sayantan Banerjee
Publication date: 12 November 2014
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1302.2677
62F12: Asymptotic properties of parametric estimators
62H12: Estimation in multivariate analysis
62F15: Bayesian inference
Related Items
Bernstein-von Mises theorems for functionals of the covariance matrix, High dimensional posterior convergence rates for decomposable graphical models, Bayesian structure learning in graphical models, Rate-optimal posterior contraction for sparse PCA
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Cites Work
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