The Joint Local Dependence Cholesky Prior for Bandwidth Selection Across Multiple Groups
Author:
Affiliation:
1. Department of Statistics, Sungkyunkwan University
2. Department of Statistics, Seoul National University
3. Department of Mathematical Sciences, University of Cincinnati
Publisher
Institute of Mathematical Statistics
Reference24 articles.
1. Jeffreys, H. (1946). “An invariant form for the prior probability in estimation problems.” Proceedings of the Royal Society of London. Series A. Mathematical and Physical Sciences, 186(1007): 453–461.
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3. Lee, K. and Lee, J. (2021). “Estimating large precision matrices via modified Cholesky decomposition.” Statistica Sinica, 31(1): 173–196.
4. Lee, K., Lee, J., and Lin, L. (2019). “Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors.” The Annals of Statistics, 47(6): 3413–3437.
5. Martin, R. and Walker, S. G. (2014). “Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector.” Electronic Journal of Statistics, 8(2): 2188–2206.
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