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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    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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