Pages that link to "Item:Q902216"
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The following pages link to High dimensional posterior convergence rates for decomposable graphical models (Q902216):
Displaying 11 items.
- Posterior graph selection and estimation consistency for high-dimensional Bayesian DAG models (Q1731759) (← links)
- Bayesian inference for high-dimensional decomposable graphs (Q2044345) (← links)
- Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation (Q2156815) (← links)
- Consistent Bayesian sparsity selection for high-dimensional Gaussian DAG models with multiplicative and beta-mixture priors (Q2196119) (← links)
- Bayesian bandwidth test and selection for high-dimensional banded precision matrices (Q2226705) (← links)
- Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors (Q2284379) (← links)
- Estimating Large Precision Matrices via Modified Cholesky Decomposition (Q4986367) (← links)
- A permutation-based Bayesian approach for inverse covariance estimation (Q5077443) (← links)
- Joint Bayesian Variable and DAG Selection Consistency for High-dimensional Regression Models with Network-structured Covariates (Q5155198) (← links)
- On the non-local priors for sparsity selection in high-dimensional Gaussian DAG models (Q5880097) (← links)
- Precision matrix estimation under the horseshoe-like prior-penalty dual (Q6200870) (← links)
