A generalized likelihood-based Bayesian approach for scalable joint regression and covariance selection in high dimensions (Q2152553)

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A generalized likelihood-based Bayesian approach for scalable joint regression and covariance selection in high dimensions
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    A generalized likelihood-based Bayesian approach for scalable joint regression and covariance selection in high dimensions (English)
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    8 July 2022
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    high-dimensional data
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    sparse multivariate regression and covariance selection
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    posterior consistency
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    generalized likelihood
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