Cover Image

High-Dimensional Bernstein Von-Mises Theorems for Covariance and Precision Matrices

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Sarkar, Partha, Khare, Kshitij, Ghosh, Malay, Wand, Matt P.
Format:	Preprint
Published:	2023
Subjects:	Statistics Theory
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Posterior consistency in multi-response regression models with non-informative priors for the error covariance matrix in growing dimensions
by: Sarkar, Partha, et al.
Published: (2023)

Bernstein von-Mises Theorem for g-prior and nonlocal prior
by: Fang, Xiao, et al.
Published: (2024)

Moment bounds for condition numbers and singular values of high-dimensional Gaussian random matrices: Applications and limitations
by: Sarkar, Partha, et al.
Published: (2026)

Precise Asymptotics for Linear Mixed Models with Crossed Random Effects
by: Jiang, Jiming, et al.
Published: (2024)

Misspecified Bernstein-Von Mises theorem for hierarchical models
by: Koers, Geerten, et al.
Published: (2023)

A Bernstein-von Mises Theorem for Generalized Fiducial Distributions
by: Borgert, J. E., et al.
Published: (2024)

Semi-parametric Bernstein-von Mises Theorem in a Parabolic PDE Problem
by: Magra, Adel, et al.
Published: (2026)

Valid Credible Ellipsoids for Linear Functionals by a Renormalized Bernstein-von Mises Theorem
by: Rømer, Gustav
Published: (2024)

Parametrization, Prior Independence, and the Semiparametric Bernstein-von Mises Theorem for the Partially Linear Model
by: Walker, Christopher D.
Published: (2023)

Testing Separability of High-Dimensional Covariance Matrices
by: Sung, Bongjung, et al.
Published: (2025)

The Bernstein-von Mises theorem for Semiparametric Mixtures
by: Franssen, Stefan, et al.
Published: (2024)

Improved dimension dependence in the Bernstein von Mises Theorem via a new Laplace approximation bound
by: Katsevich, Anya
Published: (2023)

Semiparametric Bernstein-von Mises theorems for reversible diffusions
by: Giordano, Matteo, et al.
Published: (2025)

Bernstein-von Mises theorem for log-concave posteriors
by: Brunel, Victor-Emmanuel
Published: (2026)

Asymptotic efficiency of inferential models and a possibilistic Bernstein--von Mises theorem
by: Martin, Ryan, et al.
Published: (2024)

Bernstein-von Mises for Adaptively Collected Data
by: Du, Kevin, et al.
Published: (2025)

Variational Bernstein-von Mises theorem with increasing parameter dimension
by: Yan, Jiawei, et al.
Published: (2025)

High dimensional convergence rates for sparse precision estimators for matrix-variate data
by: Sun, Hongqiang, et al.
Published: (2025)

The Grouped Horseshoe distribution and its statistical properties
by: He, Virginia X., et al.
Published: (2024)

Early Highlights in the History of the Bernstein-von Mises Theorem
by: Fischer, Hans
Published: (2025)

Large-sample theory for inferential models: a possibilistic Bernstein--von Mises theorem
by: Martin, Ryan, et al.
Published: (2024)

Bulk Spectra of Truncated Sample Covariance Matrices
by: Ghosh, Subhroshekhar, et al.
Published: (2024)

Skewed Bernstein-von Mises theorem and skew-modal approximations
by: Durante, Daniele, et al.
Published: (2023)

Bernstein-von Mises Theorem for Sparse Generalized Linear Model
by: Li, Hanqing, et al.
Published: (2026)

A generalized Bayesian approach for high-dimensional robust regression with serially correlated errors and predictors
by: Chakraborty, Saptarshi, et al.
Published: (2024)

Bernstein-von Mises theorems for time evolution equations
by: Nickl, Richard
Published: (2024)

Simultaneous Inference for Covariance and Precision Matrices of Long-Range Dependent Time Series
by: Zhai, Percy S., et al.
Published: (2026)

Bayesian Conformal-Projective Prediction
by: Roy, Arkaprava, et al.
Published: (2026)

Semi-parametric Bernstein-von Mises in Linear Inverse Problems
by: Magra, Adel, et al.
Published: (2023)

Covariance Regression with High-Dimensional Predictors
by: He, Yuheng, et al.
Published: (2024)

Online Bernstein-von Mises theorem
by: Lee, Jeyong, et al.
Published: (2025)

The Quadratic Optimization Bias Of Large Covariance Matrices
by: Gurdogan, Hubeyb, et al.
Published: (2024)

Two-Sample Covariance Inference in High-Dimensional Elliptical Models
by: Dörnemann, Nina
Published: (2025)

Sequential Eigenvalue Statistics for Change-Point Detection in Covariance Matrices
by: Dörnemann, Nina, et al.
Published: (2024)

High-Dimensional Binary Variates: Maximum Likelihood Estimation with Nonstationary Covariates and Factors
by: Kong, Xinbing, et al.
Published: (2025)

No Eigenvalues Outside the Limiting Support of Generally Correlated and Noncentral Sample Covariance Matrices
by: Zhuang, Zeyan, et al.
Published: (2025)

A New Two-Sample Test for Covariance Matrices in High Dimensions: U-Statistics Meet Leading Eigenvalues
by: Lam, Thomas, et al.
Published: (2025)

High-Dimensional Block Diagonal Covariance Structure Detection Using Singular Vectors
by: Bauer, Jan O.
Published: (2022)

High-Dimensional Covariate-Dependent Discrete Graphical Models and Dynamic Ising Models
by: Roach, Lyndsay, et al.
Published: (2025)

Simple Relative Deviation Bounds for Covariance and Gram Matrices
by: Barzilai, Daniel, et al.
Published: (2024)