Accelerating Bayesian Synthetic Likelihood With the Graphical Lasso (Q91057)

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Accelerating Bayesian Synthetic Likelihood With the Graphical Lasso
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    28
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    2
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    471-475
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    19 February 2019
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    28 March 2022
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    Accelerating Bayesian Synthetic Likelihood With the Graphical Lasso (English)
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    approximate Bayesian computation (ABC)
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    covariance matrix estimation
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    Markov chain Monte Carlo (MCMC)
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    shrinkage estimators
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