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Posterior contraction in sparse Bayesian factor models for massive covariance matrices

16 June 2012

Natesh S. Pillai

Papers citing "Posterior contraction in sparse Bayesian factor models for massive covariance matrices"

21 / 21 papers shown

Title
Sparse factor models of high dimension B. Poignard Y. Terada 33 1 0 12 Jul 2023
Post-Processed Posteriors for Banded Covariances Kwangmin Lee Kyoungjae Lee Jaeyong Lee 76 6 0 25 Nov 2020
Posterior Contraction Rate of Sparse Latent Feature Models with Application to Proteomics Tong Li Tianjian Zhou Kam-Wah Tsui Lin Wei Yuan Ji 21 1 0 19 Sep 2019
Bayesian Linear Regression for Multivariate Responses Under Group Sparsity Bo Ning Seonghyun Jeong S. Ghosal 54 42 0 10 Jul 2018
Nearly optimal Bayesian Shrinkage for High Dimensional Regression Qifan Song F. Liang 67 79 0 24 Dec 2017
Adaptive Bayesian nonparametric regression using kernel mixture of polynomials with application to partial linear model Fangzheng Xie Yanxun Xu 22 9 0 22 Oct 2017
Estimating Large Precision Matrices via Modified Cholesky Decomposition Kyoungjae Lee Jaeyong Lee 71 23 0 04 Jul 2017
Sparse Bayesian vector autoregressions in huge dimensions G. Kastner Florian Huber 64 95 0 11 Apr 2017
Optimal Bayesian Minimax Rates for Unconstrained Large Covariance Matrices Kyoungjae Lee Jaeyong Lee 36 15 0 24 Feb 2017
Bayesian sparse multiple regression for simultaneous rank reduction and variable selection Antik Chakraborty A. Bhattacharya Bani Mallick 69 28 0 02 Dec 2016
Sparse Bayesian time-varying covariance estimation in many dimensions G. Kastner 58 102 0 30 Aug 2016
Sub-optimality of some continuous shrinkage priors A. Bhattacharya David B. Dunson D. Pati Natesh S. Pillai 58 3 0 18 May 2016
Optimal approximating Markov chains for Bayesian inference J. Johndrow Jonathan C. Mattingly Sayan Mukherjee David B. Dunson 98 31 0 13 Aug 2015
Fast sampling with Gaussian scale-mixture priors in high-dimensional regression A. Bhattacharya Antik Chakraborty Bani Mallick 90 181 0 15 Jun 2015
Optimal Bayesian estimation in stochastic block models D. Pati A. Bhattacharya 113 7 0 26 May 2015
Optimal Bayesian estimation in random covariate design with a rescaled Gaussian process prior D. Pati A. Bhattacharya Guang Cheng 73 21 0 26 Nov 2014
Rate-optimal posterior contraction for sparse PCA Chao Gao Harrison H. Zhou 161 35 0 30 Nov 2013
Asymptotic Properties of Bayes Risk of a General Class of Shrinkage Priors in Multiple Hypothesis Testing Under Sparsity P. Ghosh Xueying Tang M. Ghosh A. Chakrabarti 107 53 0 28 Oct 2013
Statistical Inferences Using Large Estimated Covariances for Panel Data and Factor Models Jushan Bai Yuan Liao 85 20 0 10 Jul 2013
Posterior convergence rates for estimating large precision matrices using graphical models Sayantan Banerjee S. Ghosal 124 60 0 12 Feb 2013
Large Covariance Estimation by Thresholding Principal Orthogonal Complements Jianqing Fan Yuan Liao Martina Mincheva 181 857 0 30 Dec 2011