Pages that link to "Item:Q2510828"

The following pages link to Posterior contraction in sparse Bayesian factor models for massive covariance matrices (Q2510828):

Displaying 33 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)
• Oracle posterior contraction rates under hierarchical priors (Q2044331) (← links)
• The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate (Q2079610) (← links)
• Bayesian linear regression for multivariate responses under group sparsity (Q2175004) (← links)
• Posterior contraction rates for stochastic block models (Q2206755) (← links)
• Bayesian bandwidth test and selection for high-dimensional banded precision matrices (Q2226705) (← links)
• Bayesian estimation of sparse precision matrices in the presence of Gaussian measurement error (Q2233583) (← links)
• Bayesian joint modeling of chemical structure and dose response curves (Q2247494) (← links)
• Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors (Q2284379) (← links)
• Adaptive Bayesian nonparametric regression using a kernel mixture of polynomials with application to partial linear models (Q2297237) (← links)
• Compressed covariance estimation with automated dimension learning (Q2300095) (← links)
• Supervised learning via smoothed Polya trees (Q2303053) (← links)
• Rate-optimal posterior contraction for sparse PCA (Q2343963) (← links)
• Bayesian sparse covariance decomposition with a graphical structure (Q2631381) (← links)
• Factor models with local factors -- determining the number of relevant factors (Q2673197) (← links)
• Nearly optimal Bayesian shrinkage for high-dimensional regression (Q2683046) (← links)
• Sequential Selection with Unknown Correlation Structures (Q3465595) (← links)
• Large Covariance Estimation by Thresholding Principal Orthogonal Complements (Q5743151) (← links)
• On posterior consistency of Bayesian factor models in high dimensions (Q6121784) (← links)
• Bayesian sparse spiked covariance model with a continuous matrix shrinkage prior (Q6121981) (← links)
• Complexity analysis of Bayesian learning of high-dimensional DAG models and their equivalence classes (Q6136582) (← links)
• Bayesian modeling of interaction between features in sparse multivariate count data with application to microbiome study (Q6138478) (← links)
• Adaptive variational Bayes: optimality, computation and applications (Q6192331) (← links)
• Posterior consistency of factor dimensionality in high-dimensional sparse factor models (Q6202918) (← links)