High-Dimensional Bernstein Von-Mises Theorems for Covariance and
Precision Matrices

High-Dimensional Bernstein Von-Mises Theorems for Covariance and Precision Matrices

15 September 2023

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Papers citing "High-Dimensional Bernstein Von-Mises Theorems for Covariance and Precision Matrices"

16 / 16 papers shown

Title
Parameter Priors for Directed Acyclic Graphical Models and the Characterization of Several Probability Distributions D. Geiger David Heckerman 142 195 0 05 May 2021
An empirical $G$ -Wishart prior for sparse high-dimensional Gaussian graphical models Chang-rui Liu Ryan Martin 21 13 0 09 Dec 2019
Finite sample Bernstein-von Mises theorems for functionals and spectral projectors of the covariance matrix I. Silin 23 1 0 10 Dec 2017
High-dimensional posterior consistency for hierarchical non-local priors in regression Xuan Cao Kshitij Khare M. Ghosh 48 17 0 19 Sep 2017
Bernstein-von Mises Theorems for Functionals of Covariance Matrix Chao Gao Harrison H. Zhou 53 13 0 01 Dec 2014
Bayesian linear regression with sparse priors I. Castillo Johannes Schmidt-Hieber A. van der Vaart 203 382 0 04 Mar 2014
Finite Sample Bernstein -- von Mises Theorem for Semiparametric Problems Maxim Panov V. Spokoiny 95 44 0 29 Oct 2013
Bernstein - von Mises Theorem for growing parameter dimension V. Spokoiny 133 42 0 14 Feb 2013
Posterior convergence rates for estimating large precision matrices using graphical models Sayantan Banerjee S. Ghosal 122 60 0 12 Feb 2013
Bernstein von Mises Theorems for Gaussian Regression with increasing number of regressors D. Bontemps 146 74 0 07 Sep 2010
The semiparametric Bernstein-von Mises theorem Peter J. Bickel B. Kleijn 148 127 0 01 Jul 2010
Bernstein Von Mises Theorem for linear functionals of the density Vincent Rivoirard Judith Rousseau 144 122 0 28 Aug 2009
Flexible covariance estimation in graphical Gaussian models B. Rajaratnam H. Massam C. Carvalho 110 119 0 21 Jan 2009
A Bernstein-Von Mises Theorem for discrete probability distributions S. Boucheron Elisabeth Gassiat 471 49 0 14 Jul 2008
Regularized estimation of large covariance matrices Peter J. Bickel Elizaveta Levina 399 1,385 0 13 Mar 2008
Wishart distributions for decomposable graphs G. Letac H. Massam 130 149 0 17 Aug 2007