Optimal Bayesian minimax rates for unconstrained large covariance matrices (Q1631606)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Bayesian minimax rates for unconstrained large covariance matrices |
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Optimal Bayesian minimax rates for unconstrained large covariance matrices (English)
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6 December 2018
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Bayesian minimax rate
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convergence rate
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decision theoretic prior selection
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unconstrained covariance
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