Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation (Q2156815)

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

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instance of

scholarly article

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title

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

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Journal of Statistical Planning and Inference

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publication date

20 July 2022

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full work available at URL

https://arxiv.org/abs/2104.12060

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zbMATH Keywords

posterior consistency

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shrinkage priors

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pseudo-likelihood

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describes a project that uses

CVglasso

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GGMncv

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MaRDI profile type

MaRDI publication profile

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cites work

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Identifiers

DOI

10.1016/j.jspi.2022.03.003

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2156815