Pages that link to "Item:Q2429939"

The following pages link to Wishart distributions for decomposable covariance graph models (Q2429939):

Displaying 27 items.

• On generating random Gaussian graphical models (Q135242) (← links)
• Nonlinear shrinkage estimation of large-dimensional covariance matrices (Q149570) (← links)
• Scaling it up: stochastic search structure learning in graphical models (Q273600) (← links)
• The role of the isotonizing algorithm in Stein's covariance matrix estimator (Q333380) (← links)
• Estimating high dimensional covariance matrices: a new look at the Gaussian conjugate framework (Q406528) (← links)
• Retaining positive definiteness in thresholded matrices (Q414695) (← links)
• Sparse matrix decompositions and graph characterizations (Q426086) (← links)
• Gaussian covariance faithful Markov trees (Q764409) (← links)
• Stable estimation of a covariance matrix guided by nuclear norm penalties (Q1623701) (← links)
• A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\) (Q1659185) (← links)
• Perturbations and projections of Kalman-Bucy semigroups (Q1660302) (← links)
• Modeling correlated marker effects in genome-wide prediction via Gaussian concentration graph models (Q1752364) (← links)
• Conjugate and conditional conjugate Bayesian analysis of discrete graphical models of marginal independence (Q1800125) (← links)
• Comment on: Sequences of regressions and their independences (Q1936543) (← links)
• The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate (Q2079610) (← links)
• Estimation of conditional mean operator under the bandable covariance structure (Q2136639) (← links)
• On the Letac-Massam conjecture and existence of high dimensional Bayes estimators for graphical models (Q2293718) (← links)
• Wishart distributions for decomposable covariance graph models (Q2429939) (← links)
• A Gibbs sampler for learning DAG: a unification for discrete and Gaussian domains (Q3389643) (← links)
• Wishart laws and variance function on homogeneous cones (Q5109848) (← links)
• Linear Inverse Problem with Range Prior on Correlations and Its Variational Bayes Inference (Q5267859) (← links)
• A DC Programming Approach for Sparse Estimation of a Covariance Matrix (Q5356977) (← links)
• A skew Gaussian decomposable graphical model (Q5964274) (← links)
• Linear optimization over homogeneous matrix cones (Q6047504) (← links)
• Covariance structure estimation with Laplace approximation (Q6074739) (← links)
• Hyper Markov law in undirected graphical models with its applications (Q6597441) (← links)
• Post-processed posteriors for banded covariances (Q6650967) (← links)