Bayesian sparse spiked covariance model with a continuous matrix shrinkage prior (Q6121981)
From MaRDI portal
scientific article; zbMATH DE number 7810149
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian sparse spiked covariance model with a continuous matrix shrinkage prior |
scientific article; zbMATH DE number 7810149 |
Statements
Bayesian sparse spiked covariance model with a continuous matrix shrinkage prior (English)
0 references
27 February 2024
0 references
joint sparsity
0 references
latent factor model
0 references
matrix spike-and-slab Lasso
0 references
rate-optimal posterior contraction
0 references
two-to-infinity norm loss
0 references
0 references
0 references
0 references
0 references
