Post-processed posteriors for banded covariances

DOI10.1214/22-ba1333MaRDI QIDQ6650967

Jaeyong Lee, Kyoungjae Lee, Kwangmin Lee

Publication date: 9 December 2024

Published in: Bayesian Analysis (Search for Journal in Brave)

zbMATH Keywords

Bayesianminimax ratehigh-dimensional analysisinverse-Wishart

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20) Statistics (62-XX)

This page was built for publication: Post-processed posteriors for banded covariances