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Bernstein-von Mises Theorems for Functionals of Covariance Matrix

Bernstein-von Mises Theorems for Functionals of Covariance Matrix

1 December 2014
Chao Gao
Harrison H. Zhou
ArXivPDFHTML

Papers citing "Bernstein-von Mises Theorems for Functionals of Covariance Matrix"

4 / 4 papers shown
Title
Uncertainty Quantification for Sparse Deep Learning
Uncertainty Quantification for Sparse Deep Learning
Yuexi Wang
Veronika Rockova
BDL
UQCV
36
31
0
26 Feb 2020
Bayesian Linear Regression for Multivariate Responses Under Group
  Sparsity
Bayesian Linear Regression for Multivariate Responses Under Group Sparsity
Bo Ning
Seonghyun Jeong
S. Ghosal
18
40
0
10 Jul 2018
Asymptotically Efficient Estimation of Smooth Functionals of Covariance
  Operators
Asymptotically Efficient Estimation of Smooth Functionals of Covariance Operators
V. Koltchinskii
24
30
0
25 Oct 2017
Estimating Large Precision Matrices via Modified Cholesky Decomposition
Estimating Large Precision Matrices via Modified Cholesky Decomposition
Kyoungjae Lee
Jaeyong Lee
32
23
0
04 Jul 2017
1