Pages that link to "Item:Q1952020"
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The following pages link to High dimensional sparse covariance estimation via directed acyclic graphs (Q1952020):
Displaying 11 items.
- Posterior graph selection and estimation consistency for high-dimensional Bayesian DAG models (Q1731759) (← links)
- Remodeling and estimation for sparse partially linear regression models (Q1949496) (← links)
- Consistent Bayesian sparsity selection for high-dimensional Gaussian DAG models with multiplicative and beta-mixture priors (Q2196119) (← links)
- Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors (Q2284379) (← links)
- Covariance structure approximation via gLasso in high-dimensional supervised classification (Q3168288) (← links)
- Cross-Dimensional Inference of Dependent High-Dimensional Data (Q4916447) (← links)
- Estimating Large Precision Matrices via Modified Cholesky Decomposition (Q4986367) (← links)
- A permutation-based Bayesian approach for inverse covariance estimation (Q5077443) (← links)
- A general framework for Vecchia approximations of Gaussian processes (Q6032766) (← links)
- Bayesian inference of causal effects from observational data in Gaussian graphical models (Q6047797) (← links)
- Scalable Bayesian high-dimensional local dependence learning (Q6122014) (← links)
