bayesian inference 1gaussian graphical models 1high-dimensional inference 1precision matrix estimation 1total positivity 1
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math.ST2026
Moment bounds for condition numbers and singular values of high-dimensional Gaussian random matrices: Applications and limitations
Partha Sarkar, Kshitij Khare, Sanvesh Srivastava
Spectral properties of Gram matrices are central to high dimensional asymptotic analyses of statistical estimators in regression and covariance estimation. These properties, in tur…
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.ST2025
High dimensional convergence rates for sparse precision estimators for matrix-variate data
Hongqiang Sun, Kshitij Khare
In several applications, the underlying structure of the data allows for the samples to be organized into a matrix variate form. In such settings, the underlying row and column cov…