2 papers
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…
math.ST2019
Ultra High-dimensional Multivariate Posterior Contraction Rate Under Shrinkage Priors
Ruoyang Zhang, Malay Ghosh
In recent years, shrinkage priors have received much attention in high-dimensional data analysis from a Bayesian perspective. Compared with widely used spike-and-slab priors, shrin…