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

scientific article

Language	Label	Description	Also known as
English	Bayesian bandwidth test and selection for high-dimensional banded precision matrices	scientific article

Statements

instance of

scholarly article

0 references

title

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

0 references

0 references

0 references

0 references

9 February 2021

0 references

full work available at URL

https://arxiv.org/abs/1804.08650

0 references

https://projecteuclid.org/euclid.ba/1560931242

0 references

zbMATH Keywords

precision matrix

0 references

bandwidth selection

0 references

Cholesky factor

0 references

convergence rates of Bayes factor

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Hypothesis testing for band size detection of high-dimensional banded precision matrices

0 references

Posterior convergence rates for estimating large precision matrices using graphical models

0 references

Bayesian structure learning in graphical models

0 references

Regularized estimation of large covariance matrices

0 references

Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings

0 references

Optimal estimation and rank detection for sparse spiked covariance matrices

0 references

Optimal rates of convergence for covariance matrix estimation

0 references

Q3145535

0 references

Posterior graph selection and estimation consistency for high-dimensional Bayesian DAG models

0 references

Bayesian linear regression with sparse priors

0 references

Test for bandedness of high-dimensional precision matrices

0 references

A note on the consistency of Bayes factors for testing point null versus nonparametric alternatives.

0 references

High dimensional covariance matrix estimation using a factor model

0 references

Rate-optimal posterior contraction for sparse PCA

0 references

Covariance matrix selection and estimation via penalised normal likelihood

0 references

On the use of Non-Local Prior Densities in Bayesian Hypothesis Tests

0 references

Bayesian Model Selection in High-Dimensional Settings

0 references

On Consistency and Sparsity for Principal Components Analysis in High Dimensions

0 references

Optimal Bayesian minimax rates for unconstrained large covariance matrices

0 references

Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors

0 references

Mixtures of <i>g</i> Priors for Bayesian Variable Selection

0 references

Empirical Bayes posterior concentration in sparse high-dimensional linear models

0 references

Consistency of objective Bayes factors as the model dimension grows

0 references

Posterior contraction in sparse Bayesian factor models for massive covariance matrices

0 references

Asymptotic normality and optimalities in estimation of large Gaussian graphical models

0 references

Tractable Bayesian Variable Selection: Beyond Normality

0 references

Cholesky decomposition of a hyper inverse Wishart matrix

0 references

Consistency of Bayesian linear model selection with a growing number of parameters

0 references

Scalable Bayesian Variable Selection Using Nonlocal Prior Densities in Ultrahigh-dimensional Settings

0 references

Consistency of Bayes factor for nonnested model selection when the model dimension grows

0 references

Bayes factor consistency for nested linear models with a growing number of parameters

0 references

High dimensional posterior convergence rates for decomposable graphical models

0 references

On the computational complexity of high-dimensional Bayesian variable selection

0 references

Identifiers

zbMATH Open document ID

1459.62086

0 references

DOI

10.1214/19-BA1167

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2226705