Bayesian bandwidth test and selection for high-dimensional banded precision matrices (Q2226705)

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Bayesian bandwidth test and selection for high-dimensional banded precision matrices
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    Bayesian bandwidth test and selection for high-dimensional banded precision matrices (English)
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    9 February 2021
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    precision matrix
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    bandwidth selection
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    Cholesky factor
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    convergence rates of Bayes factor
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