Estimating Large Precision Matrices via Modified Cholesky Decomposition

4 July 2017

Papers citing "Estimating Large Precision Matrices via Modified Cholesky Decomposition"

9 / 9 papers shown

Title
Scalable Bayesian high-dimensional local dependence learning Kyoungjae Lee Lizhen Lin 47 3 0 24 Sep 2021
Precision Matrix Estimation under the Horseshoe-like Prior-Penalty Dual K. Sagar Sayantan Banerjee J. Datta A. Bhadra 27 11 0 21 Apr 2021
Bayesian inference in high-dimensional models Sayantan Banerjee I. Castillo S. Ghosal 117 23 0 12 Jan 2021
Post-Processed Posteriors for Banded Covariances Kwangmin Lee Kyoungjae Lee Jaeyong Lee 76 6 0 25 Nov 2020
Bayesian inference for high-dimensional decomposable graphs Kyoungjae Lee Xuan Cao 26 6 0 17 Apr 2020
Optimizing regularized Cholesky score for order-based learning of Bayesian networks Qiaoling Ye Arash A. Amini Qing Zhou BDL CML 59 30 0 28 Apr 2019
Consistent Bayesian Sparsity Selection for High-dimensional Gaussian DAG Models with Multiplicative and Beta-mixture Priors Xuan Cao Kshitij Khare M. Ghosh 36 5 0 08 Mar 2019
Bayesian Bandwidth Test and Selection for High-dimensional Banded Precision Matrices Kyoungjae Lee Lizhen Lin 38 2 0 23 Apr 2018
Minimax Estimation of Large Precision Matrices with Bandable Cholesky Factor Yu Liu Zhao Ren 43 11 0 27 Dec 2017