Optimal Bayesian Minimax Rates for Unconstrained Large Covariance Matrices

24 February 2017

Papers citing "Optimal Bayesian Minimax Rates for Unconstrained Large Covariance Matrices"

3 / 3 papers shown

Title
Scalable Bayesian high-dimensional local dependence learning Kyoungjae Lee Lizhen Lin 22 3 0 24 Sep 2021
Post-Processed Posteriors for Banded Covariances Kwangmin Lee Kyoungjae Lee Jaeyong Lee 37 5 0 25 Nov 2020
Estimating Large Precision Matrices via Modified Cholesky Decomposition Kyoungjae Lee Jaeyong Lee 32 23 0 04 Jul 2017