Precision matrix estimation under the horseshoe-like prior–penalty dual-Reference-Cited by-同舟云学术

Precision matrix estimation under the horseshoe-like prior–penalty dual

Published:2024-01-01 Issue:1 Volume:18 Page:
ISSN:1935-7524
Container-title:Electronic Journal of Statistics
language:
Short-container-title:Electron. J. Statist.

Author:

Sagar Ksheera¹,Banerjee Sayantan²,Datta Jyotishka³,Bhadra Anindya¹

Affiliation:

1. Department of Statistics, Purdue University, 150 N. University St., West Lafayette, Indiana 47907, U.S.A

2. Operations Management & Quantitative Techniques Area, Indian Institute of Management Indore, Rau-Pithampur Road, Indore, Madhya Pradesh 453556, India

3. Department of Statistics, Virginia Tech, 250 Drillfield Drive, Blacksburg, Virginia 24061, U.S.A

Publisher

Institute of Mathematical Statistics

Reference66 articles.

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3. Castillo, I., Schmidt-Hieber, J., and van der Vaart, A. (2015). Bayesian linear regression with sparse priors. The Annals of Statistics, 43(5):1986–2018.

4. Ghosal, S., Ghosh, J. K., and van der Vaart, A. W. (2000). Convergence rates of posterior distributions. The Annals of Statistics, 28(2):500–531.

5. Rothman, A. J., Bickel, P. J., Levina, E., and Zhu, J. (2008). Sparse permutation invariant covariance estimation. Electronic Journal of Statistics, 2:494–515.

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