Bayesian bandwidth test and selection for high-dimensional banded precision matrices (Q2226705)

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English	Bayesian bandwidth test and selection for high-dimensional banded precision matrices	scientific article

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title

Bayesian bandwidth test and selection for high-dimensional banded precision matrices (English)

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9 February 2021

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full work available at URL

https://arxiv.org/abs/1804.08650

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https://projecteuclid.org/euclid.ba/1560931242

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zbMATH Keywords

precision matrix

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bandwidth selection

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Cholesky factor

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convergence rates of Bayes factor

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MaRDI profile type

MaRDI publication profile

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cites work

Hypothesis testing for band size detection of high-dimensional banded precision matrices

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Posterior convergence rates for estimating large precision matrices using graphical models

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Bayesian structure learning in graphical models

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Regularized estimation of large covariance matrices

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Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings

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Optimal estimation and rank detection for sparse spiked covariance matrices

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Optimal rates of convergence for covariance matrix estimation

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Minimax estimation of large covariance matrices under \(\ell_1\)-norm

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Posterior graph selection and estimation consistency for high-dimensional Bayesian DAG models

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Bayesian linear regression with sparse priors

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Test for bandedness of high-dimensional precision matrices

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A note on the consistency of Bayes factors for testing point null versus nonparametric alternatives.

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High dimensional covariance matrix estimation using a factor model

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Rate-optimal posterior contraction for sparse PCA

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Covariance matrix selection and estimation via penalised normal likelihood

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On the use of non-local prior densities in Bayesian hypothesis tests

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Bayesian model selection in high-dimensional settings

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On consistency and sparsity for principal components analysis in high dimensions

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Optimal Bayesian minimax rates for unconstrained large covariance matrices

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Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors

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Mixtures of <i>g</i> Priors for Bayesian Variable Selection

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Empirical Bayes posterior concentration in sparse high-dimensional linear models

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Consistency of objective Bayes factors as the model dimension grows

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Posterior contraction in sparse Bayesian factor models for massive covariance matrices

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Asymptotic normality and optimalities in estimation of large Gaussian graphical models

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Tractable Bayesian variable selection: beyond normality

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Cholesky decomposition of a hyper inverse Wishart matrix

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Consistency of Bayesian linear model selection with a growing number of parameters

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Scalable Bayesian variable selection using nonlocal prior densities in ultrahigh-dimensional settings

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Consistency of Bayes factor for nonnested model selection when the model dimension grows

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Bayes factor consistency for nested linear models with a growing number of parameters

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High dimensional posterior convergence rates for decomposable graphical models

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On the computational complexity of high-dimensional Bayesian variable selection

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Identifiers

zbMATH Open document ID

1459.62086

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DOI

10.1214/19-BA1167

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Mathematics Subject Classification ID

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Mathematics(1 entry)

mardi Publication:2226705