High-dimensional correlation matrix estimation for Gaussian data: a Bayesian perspective (Q2023399)
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scientific article; zbMATH DE number 7342201
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| English | High-dimensional correlation matrix estimation for Gaussian data: a Bayesian perspective |
scientific article; zbMATH DE number 7342201 |
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High-dimensional correlation matrix estimation for Gaussian data: a Bayesian perspective (English)
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3 May 2021
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correlation matrix estimation
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positive-definiteness
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non-convex optimization
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Bayesian analysis
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