A permutation-based Bayesian approach for inverse covariance estimation

DOI10.1080/03610926.2019.1590601OpenAlexW2915175096MaRDI QIDQ5077443

Xuan Cao, Shao-Jun Zhang

Publication date: 18 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.09353

zbMATH Keywords

Gaussian graphical modelinverse covariance matrixhigh-dimensional analysisposterior convergence rate

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Scalable Bayesian high-dimensional local dependence learning

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