The Graphical Horseshoe Estimator for Inverse Covariance Matrices (Q6032753)
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scientific article; zbMATH DE number 7499091
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Graphical Horseshoe Estimator for Inverse Covariance Matrices |
scientific article; zbMATH DE number 7499091 |
Statements
The Graphical Horseshoe Estimator for Inverse Covariance Matrices (English)
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28 March 2022
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Bayesian shrinkage estimation
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Gaussian graphical model
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high-dimensional graphs
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sparse precision matrix
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