most citedA Bayesian Graphical Approach for Large-Scale Portfolio Management with Fewer Historical Data

2 citations · 4 across the 3 of their papers we have counts for

collaborators
Showing stat.COShow all

1 paper · 1 filter

stat.CO2020★ 2 cited

A positive-definiteness-assured block Gibbs sampler for Bayesian graphical models with shrinkage priors

Sakae Oya, Teruo Nakatsuma

Although the block Gibbs sampler for the Bayesian graphical LASSO proposed by Wang (2012) has been widely applied and extended to various shrinkage priors in recent years, it has a…