Pages that link to "Item:Q470497"

The following pages link to Posterior convergence rates for estimating large precision matrices using graphical models (Q470497):

Displaying 26 items.

• Bernstein-von Mises theorems for functionals of the covariance matrix (Q309540) (← links)
• High dimensional posterior convergence rates for decomposable graphical models (Q902216) (← links)
• Optimal Bayesian minimax rates for unconstrained large covariance matrices (Q1631606) (← links)
• Posterior graph selection and estimation consistency for high-dimensional Bayesian DAG models (Q1731759) (← links)
• Bayesian structure learning in graphical models (Q2018602) (← links)
• Oracle posterior contraction rates under hierarchical priors (Q2044331) (← links)
• Bayesian inference for high-dimensional decomposable graphs (Q2044345) (← links)
• The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate (Q2079610) (← links)
• Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation (Q2156815) (← links)
• Bayesian linear regression for multivariate responses under group sparsity (Q2175004) (← links)
• Consistent Bayesian sparsity selection for high-dimensional Gaussian DAG models with multiplicative and beta-mixture priors (Q2196119) (← links)
• Posterior contraction rates for stochastic block models (Q2206755) (← links)
• Bayesian graph selection consistency under model misspecification (Q2214264) (← links)
• Minimax estimation of large precision matrices with bandable Cholesky factor (Q2215744) (← links)
• A general framework for Bayes structured linear models (Q2215762) (← links)
• Bayesian inference in nonparanormal graphical models (Q2226690) (← 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)
• Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors (Q2284379) (← links)
• Bayesian discriminant analysis using a high dimensional predictor (Q2316972) (← links)
• Rate-optimal posterior contraction for sparse PCA (Q2343963) (← links)
• Robust sparse precision matrix estimation for high-dimensional compositional data (Q2667613) (← links)
• Joint Bayesian Variable and DAG Selection Consistency for High-dimensional Regression Models with Network-structured Covariates (Q5155198) (← links)
• A Bayesian Subset Specific Approach to Joint Selection of Multiple Graphical Models (Q6069494) (← links)
• Scalable Bayesian high-dimensional local dependence learning (Q6122014) (← links)
• Precision matrix estimation under the horseshoe-like prior-penalty dual (Q6200870) (← links)