The Graphical Horseshoe Estimator for Inverse Covariance Matrices
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Publication:6032753
DOI10.1080/10618600.2019.1575744MaRDI QIDQ6032753
Anindya Bhadra, Bruce A. Craig, Yunfan Li
Publication date: 28 March 2022
Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1707.06661
Gaussian graphical model; Bayesian shrinkage estimation; sparse precision matrix; high-dimensional graphs
62-XX: Statistics