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stat.ME2021
Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation
Ruoyang Zhang, Yisha Yao, Malay Ghosh
Currently several Bayesian approaches are available to estimate large sparse precision matrices, including Bayesian graphical Lasso (Wang, 2012), Bayesian structure learning (Baner…
stat.ME2020
Constructing Confidence Intervals for the Signals in Sparse Phase Retrieval
Yisha Yao
In this paper, we provide a general methodology to draw statistical inferences on individual signal coordinates or linear combinations of them in sparse phase retrieval. Given an i…