Bayesian sparse spiked covariance model with a continuous matrix shrinkage prior
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Cites work
- Bayesian estimation of sparse signals with a continuous spike-and-slab prior
- Bayesian linear regression for multivariate responses under group sparsity
- Dirichlet-Laplace priors for optimal shrinkage
- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
- Exact matrix completion via convex optimization
- Functional Horseshoe Priors for Subspace Shrinkage
- Graphical models, exponential families, and variational inference
- High dimensional covariance matrix estimation using a factor model
- High-dimensional multivariate posterior consistency under global-local shrinkage priors
- High-dimensional semiparametric Gaussian copula graphical models
- scientific article; zbMATH DE number 47363 (Why is no real title available?)
- Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors' reply
- Minimax sparse principal subspace estimation in high dimensions
- Needles and straw in a haystack: posterior concentration for possibly sparse sequences
- On adaptive posterior concentration rates
- On consistency and sparsity for principal components analysis in high dimensions
- On the distribution of the largest eigenvalue in principal components analysis
- Optimal estimation and rank detection for sparse spiked covariance matrices
- Optimal rates of convergence for sparse covariance matrix estimation
- Posterior contraction in sparse Bayesian factor models for massive covariance matrices
- Rate-optimal posterior contraction for sparse PCA
- Scalable Bayesian variable selection using nonlocal prior densities in ultrahigh-dimensional settings
- Selective factor extraction in high dimensions
- Signal-plus-noise matrix models: eigenvector deviations and fluctuations
- Sparse Bayesian infinite factor models
- Sparse inverse covariance estimation with the graphical lasso
- Sparse PCA: optimal rates and adaptive estimation
- The horseshoe estimator for sparse signals
- The spike-and-slab LASSO
- The two-to-infinity norm and singular subspace geometry with applications to high-dimensional statistics
Cited in
(7)- Improved shrinkage prediction under a spiked covariance structure
- Spike and slab Bayesian sparse principal component analysis
- Bayesian additive weighted composite quantile regression
- Sparse Bayesian Group Factor Model for Feature Interactions in Multiple Count Tables Data
- A Bayesian sparse factor model with adaptive posterior concentration
- Spectral norm posterior contraction in Bayesian sparse spiked covariance matrix model
- Optimal estimation for a class of high-dimensional covariance matrices
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