Works (1)

Updated: December 10th, 2023 05:00

2021 journal article

Bayesian estimation of sparse precision matrices in the presence of Gaussian measurement error


By: W. Shi n, S. Ghosal n & R. Martin n

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. (via Semantic Scholar)
Sources: Web Of Science, NC State University Libraries
Added: February 28, 2022

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