Pages that link to "Item:Q1931370"

The following pages link to Estimation of covariance matrices based on hierarchical inverse-Wishart priors (Q1931370):

Displaying 14 items.

• Estimating high dimensional covariance matrices: a new look at the Gaussian conjugate framework (Q406528) (← links)
• Using a Bayesian hierarchical linear mixing model to estimate botanical mixtures (Q725246) (← links)
• Bayesian estimation of Karhunen-Loève expansions; a random subspace approach (Q726884) (← links)
• The Bayesian covariance lasso (Q897177) (← links)
• Simple marginally noninformative prior distributions for covariance matrices (Q908009) (← links)
• Stable estimation of a covariance matrix guided by nuclear norm penalties (Q1623701) (← links)
• Estimation of a covariance matrix using the reference prior (Q1805545) (← links)
• A shrinkage approach to joint estimation of multiple covariance matrices (Q2036300) (← links)
• The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate (Q2079610) (← links)
• Estimation of the inverse scatter matrix for a scale mixture of Wishart matrices under Efron-Morris type losses (Q2242869) (← links)
• Shrinkage priors for single-spiked covariance models (Q2244463) (← links)
• Optimal Multiple Decision Statistical Procedure for Inverse Covariance Matrix (Q5745760) (← links)
• Reducing subspace models for large‐scale covariance regression (Q6055710) (← links)
• Estimation of covariance and precision matrix, network structure, and a view toward systems biology (Q6607066) (← links)