Bayesian estimation of sparse precision matrices in the presence of Gaussian measurement error

DOI10.1214/21-EJS1904zbMath1478.62124MaRDI QIDQ2233583

Ryan Martin, Wenli Shi, Subhashis Ghosal

Publication date: 11 October 2021

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-15/issue-2/Bayesian-estimation-of-sparse-precision-matrices-in-the-presence-of/10.1214/21-EJS1904.full

zbMATH Keywords

covariance matrixsparsityposterior contraction ratehigh-dimensional inferenceGaussian graphical model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Probabilistic graphical models (62H22)

Related Items

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Uses Software

• glasso

Cites Work

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