A generalized likelihood-based Bayesian approach for scalable joint regression and covariance selection in high dimensions
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Publication:2152553
DOI10.1007/s11222-022-10102-5zbMath1490.62023arXiv2201.05653MaRDI QIDQ2152553
Kshitij Khare, George Michailidis, Srijata Samanta
Publication date: 8 July 2022
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2201.05653
high-dimensional data; posterior consistency; generalized likelihood; sparse multivariate regression and covariance selection
62F12: Asymptotic properties of parametric estimators
62-08: Computational methods for problems pertaining to statistics
62H12: Estimation in multivariate analysis
62P10: Applications of statistics to biology and medical sciences; meta analysis
62F15: Bayesian inference
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