Posterior contraction in sparse Bayesian factor models for massive covariance matrices (Q2510828)
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scientific article; zbMATH DE number 6324580
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| English | Posterior contraction in sparse Bayesian factor models for massive covariance matrices |
scientific article; zbMATH DE number 6324580 |
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Posterior contraction in sparse Bayesian factor models for massive covariance matrices (English)
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4 August 2014
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Bayesian estimation
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covariance matrix
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factor model
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rate of convergence
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shrinkage
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sparsity
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0.8344848155975342
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0.8251410126686096
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0.8153868317604065
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0.804240882396698
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0.7967854738235474
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