HS_GHS

swMATH38987MaRDI QIDQ54687FDOQ54687

Author name not available (Why is that?)

Source code repository: https://github.com/liyf1988/HS_GHS

Described by source

• Joint mean-covariance estimation via the horseshoe

Cited In (2)

• A generalized likelihood-based Bayesian approach for scalable joint regression and covariance selection in high dimensions
• Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors

This page was built for software: HS_GHS