Bayesian estimation of large precision matrix based on Cholesky decomposition

DOI10.1007/s10114-019-7326-8zbMath1420.62247OpenAlexW2941974766WikidataQ127977448 ScholiaQ127977448MaRDI QIDQ2311706

Fan-qun Li, Xin Sheng Zhang

Publication date: 4 July 2019

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-019-7326-8

zbMATH Keywords

Bayesian estimationshrinkageCholesky decompositiongraphical model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Bayesian inference (62F15)

Uses Software

• glasso

Cites Work

• Unnamed Item
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