Posterior convergence rates for estimating large precision matrices using graphical models

DOI10.1214/14-EJS945zbMath1302.62124arXiv1302.2677WikidataQ57423579 ScholiaQ57423579MaRDI QIDQ470497

Subhashis Ghosal, Sayantan Banerjee

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

zbMATH Keywords

convergence rate; precision matrix; \(G\)-Wishart

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62H12: Estimation in multivariate analysis

62F15: Bayesian inference

Uses Software

• glasso
• HdBCS