Posterior convergence rates for high-dimensional precision matrix estimation using G-Wishart priors

DOI10.1002/STA4.147MaRDI QIDQ6540514zbMATH OpenFDO

Authors Sayantan Banerjee

Publication date 16 May 2024

Published in Stat (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/STA4.147

zbMATH Keywords

\(G\)-Wishartgraphical modelsposterior convergence rateprecision matrix

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A Monte Carlo method for computing the marginal likelihood in nondecomposable Gaussian graphical models
• Bayesian structure learning in graphical models
• Cholesky decomposition of a hyper inverse Wishart matrix
• Flexible covariance estimation in graphical Gaussian models
• High dimensional posterior convergence rates for decomposable graphical models
• High-dimensional graphs and variable selection with the Lasso
• scientific article; zbMATH DE number 1134987 (Why is no real title available?)
• Model selection and estimation in the Gaussian graphical model
• Posterior convergence rates for estimating large precision matrices using graphical models
• Regularized estimation of large covariance matrices
• Sparse graphical models for exploring gene expression data
• Sparse inverse covariance estimation with the graphical lasso
• Wishart distributions for decomposable graphs

Cited in

(1)

• Bayesian inference in high-dimensional models

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