High-Dimensional Bernstein Von-Mises Theorems for Covariance and Precision Matrices
Fuente:
arXiv
Guardado en:
| Autores principales: | Sarkar, Partha, Khare, Kshitij, Ghosh, Malay, Wand, Matt P. |
|---|---|
| Formato: | Preprint |
| Publicado: |
2023
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Posterior consistency in multi-response regression models with non-informative priors for the error covariance matrix in growing dimensions
por: Sarkar, Partha, et al.
Publicado: (2023)
por: Sarkar, Partha, et al.
Publicado: (2023)
Bernstein von-Mises Theorem for g-prior and nonlocal prior
por: Fang, Xiao, et al.
Publicado: (2024)
por: Fang, Xiao, et al.
Publicado: (2024)
Moment bounds for condition numbers and singular values of high-dimensional Gaussian random matrices: Applications and limitations
por: Sarkar, Partha, et al.
Publicado: (2026)
por: Sarkar, Partha, et al.
Publicado: (2026)
Precise Asymptotics for Linear Mixed Models with Crossed Random Effects
por: Jiang, Jiming, et al.
Publicado: (2024)
por: Jiang, Jiming, et al.
Publicado: (2024)
Misspecified Bernstein-Von Mises theorem for hierarchical models
por: Koers, Geerten, et al.
Publicado: (2023)
por: Koers, Geerten, et al.
Publicado: (2023)
A Bernstein-von Mises Theorem for Generalized Fiducial Distributions
por: Borgert, J. E., et al.
Publicado: (2024)
por: Borgert, J. E., et al.
Publicado: (2024)
Semi-parametric Bernstein-von Mises Theorem in a Parabolic PDE Problem
por: Magra, Adel, et al.
Publicado: (2026)
por: Magra, Adel, et al.
Publicado: (2026)
Valid Credible Ellipsoids for Linear Functionals by a Renormalized Bernstein-von Mises Theorem
por: Rømer, Gustav
Publicado: (2024)
por: Rømer, Gustav
Publicado: (2024)
Parametrization, Prior Independence, and the Semiparametric Bernstein-von Mises Theorem for the Partially Linear Model
por: Walker, Christopher D.
Publicado: (2023)
por: Walker, Christopher D.
Publicado: (2023)
Testing Separability of High-Dimensional Covariance Matrices
por: Sung, Bongjung, et al.
Publicado: (2025)
por: Sung, Bongjung, et al.
Publicado: (2025)
The Bernstein-von Mises theorem for Semiparametric Mixtures
por: Franssen, Stefan, et al.
Publicado: (2024)
por: Franssen, Stefan, et al.
Publicado: (2024)
Improved dimension dependence in the Bernstein von Mises Theorem via a new Laplace approximation bound
por: Katsevich, Anya
Publicado: (2023)
por: Katsevich, Anya
Publicado: (2023)
Semiparametric Bernstein-von Mises theorems for reversible diffusions
por: Giordano, Matteo, et al.
Publicado: (2025)
por: Giordano, Matteo, et al.
Publicado: (2025)
Bernstein-von Mises theorem for log-concave posteriors
por: Brunel, Victor-Emmanuel
Publicado: (2026)
por: Brunel, Victor-Emmanuel
Publicado: (2026)
Asymptotic efficiency of inferential models and a possibilistic Bernstein--von Mises theorem
por: Martin, Ryan, et al.
Publicado: (2024)
por: Martin, Ryan, et al.
Publicado: (2024)
Bernstein-von Mises for Adaptively Collected Data
por: Du, Kevin, et al.
Publicado: (2025)
por: Du, Kevin, et al.
Publicado: (2025)
Variational Bernstein-von Mises theorem with increasing parameter dimension
por: Yan, Jiawei, et al.
Publicado: (2025)
por: Yan, Jiawei, et al.
Publicado: (2025)
High dimensional convergence rates for sparse precision estimators for matrix-variate data
por: Sun, Hongqiang, et al.
Publicado: (2025)
por: Sun, Hongqiang, et al.
Publicado: (2025)
The Grouped Horseshoe distribution and its statistical properties
por: He, Virginia X., et al.
Publicado: (2024)
por: He, Virginia X., et al.
Publicado: (2024)
Early Highlights in the History of the Bernstein-von Mises Theorem
por: Fischer, Hans
Publicado: (2025)
por: Fischer, Hans
Publicado: (2025)
Large-sample theory for inferential models: a possibilistic Bernstein--von Mises theorem
por: Martin, Ryan, et al.
Publicado: (2024)
por: Martin, Ryan, et al.
Publicado: (2024)
Bulk Spectra of Truncated Sample Covariance Matrices
por: Ghosh, Subhroshekhar, et al.
Publicado: (2024)
por: Ghosh, Subhroshekhar, et al.
Publicado: (2024)
Skewed Bernstein-von Mises theorem and skew-modal approximations
por: Durante, Daniele, et al.
Publicado: (2023)
por: Durante, Daniele, et al.
Publicado: (2023)
Bernstein-von Mises Theorem for Sparse Generalized Linear Model
por: Li, Hanqing, et al.
Publicado: (2026)
por: Li, Hanqing, et al.
Publicado: (2026)
A generalized Bayesian approach for high-dimensional robust regression with serially correlated errors and predictors
por: Chakraborty, Saptarshi, et al.
Publicado: (2024)
por: Chakraborty, Saptarshi, et al.
Publicado: (2024)
Bernstein-von Mises theorems for time evolution equations
por: Nickl, Richard
Publicado: (2024)
por: Nickl, Richard
Publicado: (2024)
Simultaneous Inference for Covariance and Precision Matrices of Long-Range Dependent Time Series
por: Zhai, Percy S., et al.
Publicado: (2026)
por: Zhai, Percy S., et al.
Publicado: (2026)
Bayesian Conformal-Projective Prediction
por: Roy, Arkaprava, et al.
Publicado: (2026)
por: Roy, Arkaprava, et al.
Publicado: (2026)
Semi-parametric Bernstein-von Mises in Linear Inverse Problems
por: Magra, Adel, et al.
Publicado: (2023)
por: Magra, Adel, et al.
Publicado: (2023)
Covariance Regression with High-Dimensional Predictors
por: He, Yuheng, et al.
Publicado: (2024)
por: He, Yuheng, et al.
Publicado: (2024)
Online Bernstein-von Mises theorem
por: Lee, Jeyong, et al.
Publicado: (2025)
por: Lee, Jeyong, et al.
Publicado: (2025)
The Quadratic Optimization Bias Of Large Covariance Matrices
por: Gurdogan, Hubeyb, et al.
Publicado: (2024)
por: Gurdogan, Hubeyb, et al.
Publicado: (2024)
Two-Sample Covariance Inference in High-Dimensional Elliptical Models
por: Dörnemann, Nina
Publicado: (2025)
por: Dörnemann, Nina
Publicado: (2025)
Sequential Eigenvalue Statistics for Change-Point Detection in Covariance Matrices
por: Dörnemann, Nina, et al.
Publicado: (2024)
por: Dörnemann, Nina, et al.
Publicado: (2024)
High-Dimensional Binary Variates: Maximum Likelihood Estimation with Nonstationary Covariates and Factors
por: Kong, Xinbing, et al.
Publicado: (2025)
por: Kong, Xinbing, et al.
Publicado: (2025)
No Eigenvalues Outside the Limiting Support of Generally Correlated and Noncentral Sample Covariance Matrices
por: Zhuang, Zeyan, et al.
Publicado: (2025)
por: Zhuang, Zeyan, et al.
Publicado: (2025)
A New Two-Sample Test for Covariance Matrices in High Dimensions: U-Statistics Meet Leading Eigenvalues
por: Lam, Thomas, et al.
Publicado: (2025)
por: Lam, Thomas, et al.
Publicado: (2025)
High-Dimensional Block Diagonal Covariance Structure Detection Using Singular Vectors
por: Bauer, Jan O.
Publicado: (2022)
por: Bauer, Jan O.
Publicado: (2022)
High-Dimensional Covariate-Dependent Discrete Graphical Models and Dynamic Ising Models
por: Roach, Lyndsay, et al.
Publicado: (2025)
por: Roach, Lyndsay, et al.
Publicado: (2025)
Simple Relative Deviation Bounds for Covariance and Gram Matrices
por: Barzilai, Daniel, et al.
Publicado: (2024)
por: Barzilai, Daniel, et al.
Publicado: (2024)
Ejemplares similares
-
Posterior consistency in multi-response regression models with non-informative priors for the error covariance matrix in growing dimensions
por: Sarkar, Partha, et al.
Publicado: (2023) -
Bernstein von-Mises Theorem for g-prior and nonlocal prior
por: Fang, Xiao, et al.
Publicado: (2024) -
Moment bounds for condition numbers and singular values of high-dimensional Gaussian random matrices: Applications and limitations
por: Sarkar, Partha, et al.
Publicado: (2026) -
Precise Asymptotics for Linear Mixed Models with Crossed Random Effects
por: Jiang, Jiming, et al.
Publicado: (2024) -
Misspecified Bernstein-Von Mises theorem for hierarchical models
por: Koers, Geerten, et al.
Publicado: (2023)