Bayesian bandwidth test and selection for high-dimensional banded precision matrices
From MaRDI portal
Publication:2226705
DOI10.1214/19-BA1167zbMath1459.62086arXiv1804.08650OpenAlexW2950462788WikidataQ127641066 ScholiaQ127641066MaRDI QIDQ2226705
Publication date: 9 February 2021
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1804.08650
Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Bayesian problems; characterization of Bayes procedures (62C10) Asymptotic properties of parametric tests (62F05)
Related Items (1)
Cites Work
- Unnamed Item
- Empirical Bayes posterior concentration in sparse high-dimensional linear models
- Asymptotic normality and optimalities in estimation of large Gaussian graphical models
- High dimensional covariance matrix estimation using a factor model
- Bayes factor consistency for nested linear models with a growing number of parameters
- Posterior convergence rates for estimating large precision matrices using graphical models
- On the computational complexity of high-dimensional Bayesian variable selection
- Consistency of Bayes factor for nonnested model selection when the model dimension grows
- Bayesian linear regression with sparse priors
- High dimensional posterior convergence rates for decomposable graphical models
- Consistency of objective Bayes factors as the model dimension grows
- Optimal rates of convergence for covariance matrix estimation
- A note on the consistency of Bayes factors for testing point null versus nonparametric alternatives.
- Optimal Bayesian minimax rates for unconstrained large covariance matrices
- Posterior graph selection and estimation consistency for high-dimensional Bayesian DAG models
- Bayesian structure learning in graphical models
- Consistency of Bayesian linear model selection with a growing number of parameters
- Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors
- Optimal estimation and rank detection for sparse spiked covariance matrices
- Rate-optimal posterior contraction for sparse PCA
- Regularized estimation of large covariance matrices
- Posterior contraction in sparse Bayesian factor models for massive covariance matrices
- Hypothesis testing for band size detection of high-dimensional banded precision matrices
- Tractable Bayesian Variable Selection: Beyond Normality
- Mixtures of g Priors for Bayesian Variable Selection
- Test for bandedness of high-dimensional precision matrices
- On the use of Non-Local Prior Densities in Bayesian Hypothesis Tests
- Scalable Bayesian Variable Selection Using Nonlocal Prior Densities in Ultrahigh-dimensional Settings
- Bayesian Model Selection in High-Dimensional Settings
- Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings
- Cholesky decomposition of a hyper inverse Wishart matrix
- On Consistency and Sparsity for Principal Components Analysis in High Dimensions
- Covariance matrix selection and estimation via penalised normal likelihood
This page was built for publication: Bayesian bandwidth test and selection for high-dimensional banded precision matrices