Precision Matrix Estimation under the Horseshoe-like Prior-Penalty Dual

21 April 2021

Papers citing "Precision Matrix Estimation under the Horseshoe-like Prior-Penalty Dual"

7 / 7 papers shown

Title
Concentration of a sparse Bayesian model with Horseshoe prior in estimating high-dimensional precision matrix The Tien Mai 38 2 0 20 Jun 2024
Compressive Recovery of Sparse Precision Matrices Titouan Vayer Etienne Lasalle Rémi Gribonval Paulo Gonçalves 22 0 0 08 Nov 2023
Large-scale Bayesian Structure Learning for Gaussian Graphical Models using Marginal Pseudo-likelihood Reza Mohammadi M. Schoonhoven Lucas Vogels Ş. Birbil 19 0 0 30 Jun 2023
Inferring Covariance Structure from Multiple Data Sources via Subspace Factor Analysis N. K. Chandra David B. Dunson Jason Xu CML 16 7 0 06 May 2023
Maximum a Posteriori Estimation in Graphical Models Using Local Linear Approximation K. Sagar J. Datta Sayantan Banerjee A. Bhadra 24 2 0 13 Mar 2023
Posterior contraction and uncertainty quantification for the multivariate spike-and-slab LASSO Yunyi Shen Sameer K. Deshpande 24 1 0 09 Sep 2022
The G-Wishart Weighted Proposal Algorithm: Efficient Posterior Computation for Gaussian Graphical Models W. van den Boom A. Beskos Maria de Iorio 24 18 0 03 Aug 2021