Bayesian estimation of large precision matrix based on Cholesky decomposition
DOI10.1007/S10114-019-7326-8zbMATH Open1420.62247OpenAlexW2941974766WikidataQ127977448 ScholiaQ127977448MaRDI QIDQ2311706FDOQ2311706
Authors: Fan-qun Li, Xinsheng 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
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Bayesian inference (62F15) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12)
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- Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
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- Generalized double Pareto shrinkage
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Cited In (7)
- Approximate Bayesian estimation in large coloured graphical Gaussian models
- Bayesian adaptive Lasso estimation of large graphical model based on modified Cholesky decomposition
- Bayesian regularization for graphical models with unequal shrinkage
- Hyper Markov law in undirected graphical models with its applications
- Posterior convergence rates for estimating large precision matrices using graphical models
- Estimating large precision matrices via modified Cholesky decomposition
- Innovated scalable efficient estimation in ultra-large Gaussian graphical models
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