Bayesian estimation of large precision matrix based on Cholesky decomposition (Q2311706)
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scientific article; zbMATH DE number 7076561
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| English | Bayesian estimation of large precision matrix based on Cholesky decomposition |
scientific article; zbMATH DE number 7076561 |
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Bayesian estimation of large precision matrix based on Cholesky decomposition (English)
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4 July 2019
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Bayesian estimation
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Cholesky decomposition
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graphical model
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shrinkage
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0.8263482451438904
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0.8224061727523804
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0.8169148564338684
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0.8004287481307983
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0.789183497428894
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