Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation-Reference-Cited by-同舟云学术

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Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation

Published:2022-12 Issue: Volume:221 Page:154-171
ISSN:0378-3758
Container-title:Journal of Statistical Planning and Inference
language:en
Short-container-title:Journal of Statistical Planning and Inference

Author:

Zhang Ruoyang^ORCID,Yao Yisha,Ghosh Malay

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference72 articles.

1. Generalized beta mixtures of Gaussians;Armagan,2011

2. Generalized double Pareto shrinkage;Armagan;Statist. Sinica,2013

3. Posterior consistency in linear models under shrinkage priors;Armagan;Biometrika,2013

4. On the contraction properties of some high-dimensional quasi-posterior distributions;Atchadé;Ann. Statist.,2017

5. Quasi-Bayesian estimation of large Gaussian graphical models;Atchadé;J. Multivariate Anal.,2019

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