63 citations · 113 across the 31 of their papers we have counts for
Showing 2013 · math.STShow all
2 papers · 2 filters
math.ST2013
Bayesian estimation of a sparse precision matrix
Sayantan Banerjee, Subhashis Ghosal
We consider the problem of estimating a sparse precision matrix of a multivariate Gaussian distribution, including the case where the dimension is large. Gaussian graphical mod…
math.ST2013★ 63 cited
Posterior convergence rates for estimating large precision matrices using graphical models
Sayantan Banerjee, Subhashis Ghosal
We consider Bayesian estimation of a precision matrix, when can be much larger than the available sample size . It is well known that consistent estimation in su…