Post-processed posteriors for sparse covariances (Q6133369)

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scientific article; zbMATH DE number 7729869
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    Post-processed posteriors for sparse covariances
    scientific article; zbMATH DE number 7729869

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      Post-processed posteriors for sparse covariances (English)
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      18 August 2023
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      covariance estimation
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      Bayesian inference
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      high-dimensional analysis
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      minimax analysis
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      idiosyncratic covariance
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