Scalable Bayesian high-dimensional local dependence learning (Q6122014)

scientific article; zbMATH DE number 7810172

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English	Scalable Bayesian high-dimensional local dependence learning	scientific article; zbMATH DE number 7810172

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instance of

scholarly article

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title

Scalable Bayesian high-dimensional local dependence learning (English)

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27 February 2024

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full work available at URL

https://arxiv.org/abs/2109.11795

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https://projecteuclid.org/journals/bayesian-analysis/volume-18/issue-1/Scalable-Bayesian-High-dimensional-Local-Dependence-Learning/10.1214/21-BA1299.full

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zbMATH Keywords

optimal posterior convergence rate

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selection consistency

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varying bandwidth

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MaRDI publication profile

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cites work

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Regularized estimation of large covariance matrices

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Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors

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Bayesian bandwidth test and selection for high-dimensional banded precision matrices

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Minimax estimation of large precision matrices with bandable Cholesky factor

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Empirical Bayes posterior concentration in sparse high-dimensional linear models

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Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector

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Identifiability of Gaussian linear structural equation models with homogeneous and heterogeneous error variances

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Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation

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A new approach to Cholesky-based covariance regularization in high dimensions

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High dimensional sparse covariance estimation via directed acyclic graphs

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Penalized likelihood methods for estimation of sparse high-dimensional directed acyclic graphs

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$\ell_{0}$-penalized maximum likelihood for sparse directed acyclic graphs

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Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)

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Learning Local Dependence In Ordered Data

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Q3802438

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Identifiers

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Mathematics(1 entry)

mardi Publication:6122014