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most citedPosterior contraction in sparse Bayesian factor models for massive covariance matrices

68 citations · 353 across the 57 of their papers we have counts for

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math.ST2012

Bayesian shrinkage

Anirban Bhattacharya, Debdeep Pati, Natesh S. Pillai +1

Penalized regression methods, such as regularization, are routinely used in high-dimensional applications, and there is a rich literature on optimality properties under spars…

math.ST2012★ 68 cited

Posterior contraction in sparse Bayesian factor models for massive covariance matrices

Debdeep Pati, Anirban Bhattacharya, Natesh S. Pillai +1

Sparse Bayesian factor models are routinely implemented for parsimonious dependence modeling and dimensionality reduction in high-dimensional applications. We provide theoretical u…