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Post-Processed Posteriors for Banded Covariances

Post-Processed Posteriors for Banded Covariances

Bayesian Analysis (BA), 2020
25 November 2020
Kwangmin Lee
Kyoungjae Lee
Jaeyong Lee
ArXiv (abs)PDFHTML

Papers citing "Post-Processed Posteriors for Banded Covariances"

4 / 4 papers shown
A generalized likelihood based Bayesian approach for scalable joint
  regression and covariance selection in high dimensions
A generalized likelihood based Bayesian approach for scalable joint regression and covariance selection in high dimensionsStatistics and computing (Stat. Comput.), 2022
Srijata Samanta
Kshitij Khare
George Michailidis
366
9
0
14 Jan 2022
Covariance Structure Estimation with Laplace Approximation
Covariance Structure Estimation with Laplace ApproximationJournal of Multivariate Analysis (J. Multivar. Anal.), 2021
Bongjung Sung
Jaeyong Lee
CML
326
1
0
04 Nov 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
263
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
1
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