Pages that link to "Item:Q2510828"
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The following pages link to Posterior contraction in sparse Bayesian factor models for massive covariance matrices (Q2510828):
Displayed 16 items.
- Sparse Bayesian time-varying covariance estimation in many dimensions (Q117775) (← links)
- Sub-optimality of some continuous shrinkage priors (Q335657) (← links)
- Posterior convergence rates for estimating large precision matrices using graphical models (Q470497) (← links)
- Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector (Q470502) (← links)
- Posterior contraction rates of the phylogenetic Indian buffet processes (Q516479) (← links)
- Efficient estimation of approximate factor models via penalized maximum likelihood (Q898581) (← links)
- High dimensional posterior convergence rates for decomposable graphical models (Q902216) (← links)
- Optimal Bayesian minimax rates for unconstrained large covariance matrices (Q1631606) (← links)
- Bayesian estimation of sparse signals with a continuous spike-and-slab prior (Q1747745) (← links)
- Bayesian structure learning in graphical models (Q2018602) (← links)
- Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors (Q2284379) (← links)
- Rate-optimal posterior contraction for sparse PCA (Q2343963) (← links)
- Bayesian sparse covariance decomposition with a graphical structure (Q2631381) (← links)
- Sequential Selection with Unknown Correlation Structures (Q3465595) (← links)
- Approximate Bayesian inference for simulation and optimization (Q5351611) (← links)
- Large Covariance Estimation by Thresholding Principal Orthogonal Complements (Q5743151) (← links)