Posterior convergence rates for estimating large precision matrices using graphical models
From MaRDI portal
Publication:470497
DOI10.1214/14-EJS945zbMath1302.62124arXiv1302.2677WikidataQ57423579 ScholiaQ57423579MaRDI QIDQ470497
Sayantan Banerjee, Subhashis Ghosal
Publication date: 12 November 2014
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1302.2677
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Bayesian inference (62F15)
Related Items (30)
On the non-local priors for sparsity selection in high-dimensional Gaussian DAG models ⋮ Optimal Bayesian minimax rates for unconstrained large covariance matrices ⋮ Bernstein-von Mises theorems for functionals of the covariance matrix ⋮ Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation ⋮ Estimating Large Precision Matrices via Modified Cholesky Decomposition ⋮ A permutation-based Bayesian approach for inverse covariance estimation ⋮ Bayesian linear regression for multivariate responses under group sparsity ⋮ Robust sparse precision matrix estimation for high-dimensional compositional data ⋮ A Bayesian Subset Specific Approach to Joint Selection of Multiple Graphical Models ⋮ Scalable Bayesian high-dimensional local dependence learning ⋮ Consistent Bayesian sparsity selection for high-dimensional Gaussian DAG models with multiplicative and beta-mixture priors ⋮ High dimensional posterior convergence rates for decomposable graphical models ⋮ Precision matrix estimation under the horseshoe-like prior-penalty dual ⋮ Posterior contraction rates for stochastic block models ⋮ The Graphical Horseshoe Estimator for Inverse Covariance Matrices ⋮ Bayesian graph selection consistency under model misspecification ⋮ Minimax estimation of large precision matrices with bandable Cholesky factor ⋮ A general framework for Bayes structured linear models ⋮ Bayesian inference in nonparanormal graphical models ⋮ Bayesian bandwidth test and selection for high-dimensional banded precision matrices ⋮ Posterior graph selection and estimation consistency for high-dimensional Bayesian DAG models ⋮ Bayesian estimation of sparse precision matrices in the presence of Gaussian measurement error ⋮ Joint Bayesian Variable and DAG Selection Consistency for High-dimensional Regression Models with Network-structured Covariates ⋮ Bayesian structure learning in graphical models ⋮ Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors ⋮ Oracle posterior contraction rates under hierarchical priors ⋮ Bayesian inference for high-dimensional decomposable graphs ⋮ Bayesian discriminant analysis using a high dimensional predictor ⋮ The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate ⋮ Rate-optimal posterior contraction for sparse PCA
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Sparse inverse covariance estimation with the graphical lasso
- A well-conditioned estimator for large-dimensional covariance matrices
- Copula Gaussian graphical models and their application to modeling functional disability data
- Positive definite completions of partial Hermitian matrices
- Optimal rates of convergence for covariance matrix estimation
- Covariance regularization by thresholding
- Operator norm consistent estimation of large-dimensional sparse covariance matrices
- Flexible covariance estimation in graphical Gaussian models
- Sparsistency and rates of convergence in large covariance matrix estimation
- Hyper Markov laws in the statistical analysis of decomposable graphical models
- Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity.
- Estimation of a covariance matrix using the reference prior
- Sparse graphical models for exploring gene expression data
- Adaptive covariance matrix estimation through block thresholding
- Sparse permutation invariant covariance estimation
- Regularized estimation of large covariance matrices
- High-dimensional graphs and variable selection with the Lasso
- Posterior contraction in sparse Bayesian factor models for massive covariance matrices
- Wishart distributions for decomposable graphs
- A Constrainedℓ1Minimization Approach to Sparse Precision Matrix Estimation
- Adaptive Thresholding for Sparse Covariance Matrix Estimation
- Bayesian Inference for General Gaussian Graphical Models With Application to Multivariate Lattice Data
- Objective Bayesian model selection in Gaussian graphical models
- Model selection and estimation in the Gaussian graphical model
- Cholesky decomposition of a hyper inverse Wishart matrix
- Generalized Thresholding of Large Covariance Matrices
- Simulation of hyper-inverse Wishart distributions in graphical models
- A Monte Carlo method for computing the marginal likelihood in nondecomposable Gaussian graphical models
- Covariance matrix selection and estimation via penalised normal likelihood
This page was built for publication: Posterior convergence rates for estimating large precision matrices using graphical models
