Bayesian hierarchical modeling on covariance valued data

Cites Work

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On the half-Cauchy prior for a global scale parameter
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Dirichlet-Laplace priors for optimal shrinkage
Title not available (Why is that?)
Posterior contraction in sparse Bayesian factor models for massive covariance matrices
Title not available (Why is that?)
Title not available (Why is that?)
A Bayesian Analysis for Change Point Problems
Some tests for the equality of covariance matrices
Covariance estimation: the GLM and regularization perspectives
The horseshoe estimator: posterior concentration around nearly black vectors
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Nonconjugate Bayesian Estimation of Covariance Matrices and Its Use in Hierarchical Models
A Hierarchical Eigenmodel for Pooled Covariance Estimation
The conditional autoregressive Wishart model for multivariate stock market volatility
Bayesian inference for a covariance matrix
Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors
A Bayesian approach for estimating dynamic functional network connectivity in fMRI data
Variable selection using shrinkage priors
An Integrative Bayesian Modeling Approach to Imaging Genetics
Simultaneous modelling of the Cholesky decomposition of several covariance matrices
A nonparametric prior for simultaneous covariance estimation
A semiparametric approach to simultaneous covariance estimation for bivariate sparse longitudinal data
Shared subspace models for multi-group covariance estimation
The Generalized Conditional Autoregressive Wishart Model for Multivariate Realized Volatility

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