Pages that link to "Item:Q1000308"
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The following pages link to Flexible covariance estimation in graphical Gaussian models (Q1000308):
Displaying 42 items.
- Nonlinear shrinkage estimation of large-dimensional covariance matrices (Q149570) (← links)
- On the flexibility of multivariate covariance models: comment on the paper by Genton and Kleiber (Q254426) (← links)
- A note on covariance estimation in the unbiased estimator of risk framework (Q282890) (← links)
- A new prior for discrete DAG models with a restricted set of directions (Q292874) (← links)
- The role of the isotonizing algorithm in Stein's covariance matrix estimator (Q333380) (← links)
- Estimating high dimensional covariance matrices: a new look at the Gaussian conjugate framework (Q406528) (← links)
- Retaining positive definiteness in thresholded matrices (Q414695) (← links)
- Sparse matrix decompositions and graph characterizations (Q426086) (← links)
- Objective priors for generative star-shape models (Q433593) (← links)
- Reference priors for linear models with general covariance structures (Q433785) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- Posterior convergence rates for estimating large precision matrices using graphical models (Q470497) (← links)
- Determining full conditional independence by low-order conditioning (Q605892) (← links)
- The cost of using decomposable Gaussian graphical models for computational convenience (Q693257) (← links)
- Gaussian covariance faithful Markov trees (Q764409) (← links)
- Robust Bayesian graphical modeling using Dirichlet \(t\)-distributions (Q899035) (← links)
- High dimensional posterior convergence rates for decomposable graphical models (Q902216) (← links)
- Stable estimation of a covariance matrix guided by nuclear norm penalties (Q1623701) (← links)
- A testing based approach to the discovery of differentially correlated variable sets (Q1624840) (← links)
- A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\) (Q1659185) (← links)
- Bootstrap -- an exploration (Q1731214) (← links)
- Modeling correlated marker effects in genome-wide prediction via Gaussian concentration graph models (Q1752364) (← links)
- Comment on: Sequences of regressions and their independences (Q1936543) (← links)
- Efficient Gaussian graphical model determination under \(G\)-Wishart prior distributions (Q1950810) (← links)
- Hierarchical Gaussian graphical models: beyond reversible jump (Q1950899) (← links)
- Bayesian structure learning in graphical models (Q2018602) (← links)
- Bayesian inference for high-dimensional decomposable graphs (Q2044345) (← links)
- Matrix-variate Lindley distributions and its applications (Q2077430) (← links)
- Bayesian graph selection consistency under model misspecification (Q2214264) (← links)
- Bayesian analysis of the covariance matrix of a multivariate normal distribution with a new class of priors (Q2215742) (← links)
- On the Letac-Massam conjecture and existence of high dimensional Bayes estimators for graphical models (Q2293718) (← links)
- A review of Gaussian Markov models for conditional independence (Q2301082) (← links)
- Statistical paleoclimate reconstructions via Markov random fields (Q2349575) (← links)
- Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions (Q2350071) (← links)
- Wishart distributions for decomposable covariance graph models (Q2429939) (← links)
- A guided random walk through some high dimensional problems (Q2431011) (← links)
- Sparse seemingly unrelated regression modelling: applications in finance and econometrics (Q2445741) (← links)
- Block-Diagonal Covariance Selection for High-Dimensional Gaussian Graphical Models (Q4690959) (← links)
- An accurate test for the equality of covariance matrices from decomposable graphical Gaussian models (Q5413639) (← links)
- Posterior propriety of an objective prior in a 4-level normal hierarchical model (Q6534860) (← links)
- A direct sampler for G-Wishart variates (Q6537842) (← links)
- Posterior convergence rates for high-dimensional precision matrix estimation using \(G\)-Wishart priors (Q6540514) (← links)
