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

DOI10.1214/18-AOS1783zbMath1435.62037arXiv1811.06198MaRDI QIDQ2284379

Kyoungjae Lee, Lizhen Lin, Jaeyong Lee

Publication date: 15 January 2020

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.06198

zbMATH Keywords

covariance matrixprecision matrixDAG modelCholesky factorposterior convergence ratestrong model selection consistency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20)

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Uses Software

• selectiveInference

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