Post-processed posteriors for sparse covariances (Q6133369)
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scientific article; zbMATH DE number 7729869
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Post-processed posteriors for sparse covariances |
scientific article; zbMATH DE number 7729869 |
Statements
Post-processed posteriors for sparse covariances (English)
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18 August 2023
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covariance estimation
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Bayesian inference
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high-dimensional analysis
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minimax analysis
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idiosyncratic covariance
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