Works (1)
Updated: December 10th, 2023 05:00
2021 journal article
Bayesian estimation of sparse precision matrices in the presence of Gaussian measurement error
ELECTRONIC JOURNAL OF STATISTICS, 15(2), 4545–4579.
author keywords: High-dimensional inference; Gaussian graphical model; measurement error; posterior contraction rate; sparsity
TL;DR:
This paper incorporates measurement error in the context of estimating a sparse, high-dimensional precision matrix for a Gaussian graphical model with data corrupted by Gaussian measurement error with unknown variance and establishes a general result which gives sufficient conditions under which the posterior contraction rates that hold in the no-measurement-error case carry over to the measurement- error case.
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Added: February 28, 2022
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