bayesian inference 1gaussian graphical models 1high-dimensional inference 1precision matrix estimation 1total positivity 1
From the 1 of 2 linked papers with an AI index.
Showing math.STShow all
2 papers · 1 filter
math.ST2026★ 1 cited
High-Dimensional Bernstein Von-Mises Theorems for Covariance and Precision Matrices
Partha Sarkar, Kshitij Khare, Malay Ghosh +1
This paper aims to examine the characteristics of the posterior distribution of covariance/precision matrices in a "large , large " scenario, where represents the number…
math.ST2024
Posterior consistency in multi-response regression models with non-informative priors for the error covariance matrix in growing dimensions
Partha Sarkar, Kshitij Khare, Malay Ghosh
The Inverse-Wishart (IW) distribution is a standard and popular choice of priors for covariance matrices and has attractive properties such as conditional conjugacy. However, the I…