Posterior contraction in sparse Bayesian factor models for massive covariance matrices

16 June 2012

Natesh S. Pillai

Papers citing "Posterior contraction in sparse Bayesian factor models for massive covariance matrices"

21 / 21 papers shown

Title
Optimal rates of convergence for sparse covariance matrix estimation T. Cai Harrison H. Zhou 132 246 0 13 Feb 2013
On the sample covariance matrix estimator of reduced effective rank population matrices, with applications to fPCA F. Bunea Luo Xiao 595 92 0 21 Dec 2012
Needles and Straw in a Haystack: Posterior concentration for possibly sparse sequences I. Castillo A. van der Vaart 63 251 0 06 Nov 2012
Bayesian inverse problems with non-conjugate priors Kolyan Ray 92 85 0 27 Sep 2012
Negative Binomial Process Count and Mixture Modeling Mingyuan Zhou Lawrence Carin 61 205 0 15 Sep 2012
Factor modeling for high-dimensional time series: Inference for the number of factors Clifford Lam Q. Yao 130 479 0 04 Jun 2012
$Rates of contraction for posterior distributions in $\bolds{L^r}$-metrics, $\bolds{1\le r\le\infty}$$ Rates of contraction for posterior distributions in $\bolds{L^r}$ -metrics, $\bolds{1\le r\le\infty}$ Evarist Giné Richard Nickl 62 108 0 09 Mar 2012
Large Covariance Estimation by Thresholding Principal Orthogonal Complements Jianqing Fan Yuan Liao Martina Mincheva 95 854 0 30 Dec 2011
High-dimensional covariance matrix estimation in approximate factor models Jianqing Fan Yuan Liao Martina Mincheva 64 396 0 21 May 2011
Generalized double Pareto shrinkage Artin Armagan David B. Dunson Jaeyong Lee 67 374 0 05 Apr 2011
Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem James G. Scott J. Berger 121 581 0 10 Nov 2010
Optimal rates of convergence for covariance matrix estimation Tommaso Cai Cun-Hui Zhang Harrison H. Zhou 100 474 0 19 Oct 2010
Bernstein von Mises Theorems for Gaussian Regression with increasing number of regressors D. Bontemps 98 74 0 07 Sep 2010
Operator norm consistent estimation of large-dimensional sparse covariance matrices N. Karoui 144 397 0 21 Jan 2009
Covariance regularization by thresholding Peter J. Bickel Elizaveta Levina 149 1,270 0 20 Jan 2009
Reproducing kernel Hilbert spaces of Gaussian priors Van der Vaart V. Zanten 65 224 0 21 May 2008
Regularized estimation of large covariance matrices Peter J. Bickel Elizaveta Levina 95 1,384 0 13 Mar 2008
Sparse permutation invariant covariance estimation Adam J. Rothman Peter J. Bickel Elizaveta Levina Ji Zhu 477 907 0 31 Jan 2008
Sparsistency and rates of convergence in large covariance matrix estimation Clifford Lam Jianqing Fan 166 608 0 26 Nov 2007
Bayesian variable selection for high dimensional generalized linear models: convergence rates of the fitted densities Wenxin Jiang 387 93 0 18 Oct 2007
Convergence rates of posterior distributions for noniid observations S. Ghosal A. van der Vaart 233 395 0 03 Aug 2007