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Optimal Bayesian Minimax Rates for Unconstrained Large Covariance
  Matrices
v1v2v3 (latest)

Optimal Bayesian Minimax Rates for Unconstrained Large Covariance Matrices

Bayesian Analysis (BA), 2017
24 February 2017
Kyoungjae Lee
Jaeyong Lee
ArXiv (abs)PDFHTML

Papers citing "Optimal Bayesian Minimax Rates for Unconstrained Large Covariance Matrices"

9 / 9 papers shown
High-dimensional Central Limit Theorems by Stein's Method in the
  Degenerate Case
High-dimensional Central Limit Theorems by Stein's Method in the Degenerate Case
Xiao Fang
Yuta Koike
Song-Hao Liu
Yi Zhao
265
6
0
27 May 2023
Scalable Bayesian high-dimensional local dependence learning
Scalable Bayesian high-dimensional local dependence learning
Kyoungjae Lee
Lizhen Lin
210
3
0
24 Sep 2021
Post-Processed Posteriors for Sparse Covariances and Its Application to
  Global Minimum Variance Portfolio
Post-Processed Posteriors for Sparse Covariances and Its Application to Global Minimum Variance Portfolio
Kwangmin Lee
Jaeyong Lee
270
1
0
21 Aug 2021
Estimation of Conditional Mean Operator under the Bandable Covariance
  Structure
Estimation of Conditional Mean Operator under the Bandable Covariance StructureElectronic Journal of Statistics (EJS), 2021
Kwangmin Lee
Kyoungjae Lee
Jaeyong Lee
190
3
0
11 Mar 2021
The Beta-Mixture Shrinkage Prior for Sparse Covariances with Posterior
  Minimax Rates
The Beta-Mixture Shrinkage Prior for Sparse Covariances with Posterior Minimax Rates
Kyoungjae Lee
Seongil Jo
Jaeyong Lee
197
5
0
12 Jan 2021
Post-Processed Posteriors for Banded Covariances
Post-Processed Posteriors for Banded CovariancesBayesian Analysis (BA), 2020
Kwangmin Lee
Kyoungjae Lee
Jaeyong Lee
301
8
0
25 Nov 2020
Bayesian inference for high-dimensional decomposable graphs
Bayesian inference for high-dimensional decomposable graphsElectronic Journal of Statistics (EJS), 2020
Kyoungjae Lee
Xuan Cao
443
7
0
17 Apr 2020
Bayesian Bandwidth Test and Selection for High-dimensional Banded
  Precision Matrices
Bayesian Bandwidth Test and Selection for High-dimensional Banded Precision MatricesBayesian Analysis (Bayesian Anal.), 2018
Kyoungjae Lee
Lizhen Lin
311
2
0
23 Apr 2018
Estimating Large Precision Matrices via Modified Cholesky Decomposition
Estimating Large Precision Matrices via Modified Cholesky Decomposition
Kyoungjae Lee
Jaeyong Lee
270
25
0
04 Jul 2017
1
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