Model selection in the space of Gaussian models invariant by symmetry

DOI10.1214/22-aos2174WikidataQ114060458 ScholiaQ114060458MaRDI QIDQ93776

Hideyuki Ishi, Piotr Graczyk, Bartosz Kołodziejek, Hélène Massam, Hélène Massam, Hideyuki Ishi, Piotr Graczyk

Publication date: 1 June 2022

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

Full work available at URL: https://arxiv.org/abs/2004.03503

zbMATH Keywords

invarianceconjugate priorcolored graphpermutation symmetrycovariance selection

Mathematics Subject Classification ID

Multivariate analysis (62H99) Bayesian inference (62F15) Applications of group representations to physics and other areas of science (20C35)

Related Items

Doubly autoparallel structure and curvature integrals. Applications to iteration complexity for solving convex programs, gips

Uses Software

• gRc

Cites Work

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