Matches in SemOpenAlex for { <https://semopenalex.org/work/W4287777283> ?p ?o ?g. }
Showing items 1 to 69 of
69
with 100 items per page.
- W4287777283 abstract "Sparse estimation of the precision matrix under high-dimensional scaling constitutes a canonical problem in statistics and machine learning. Numerous regression and likelihood based approaches, many frequentist and some Bayesian in nature have been developed. Bayesian methods provide direct uncertainty quantification of the model parameters through the posterior distribution and thus do not require a second round of computations for obtaining debiased estimates of the model parameters and their confidence intervals. However, they are computationally expensive for settings involving more than 500 variables. To that end, we develop B-CONCORD for the problem at hand, a Bayesian analogue of the CONvex CORrelation selection methoD (CONCORD) introduced by Khare et al. (2015). B-CONCORD leverages the CONCORD generalized likelihood function together with a spike-and-slab prior distribution to induce sparsity in the precision matrix parameters. We establish model selection and estimation consistency under high-dimensional scaling; further, we develop a procedure that refits only the non-zero parameters of the precision matrix, leading to significant improvements in the estimates in finite samples. Extensive numerical work illustrates the computational scalability of the proposed approach vis-a-vis competing Bayesian methods, as well as its accuracy." @default.
- W4287777283 created "2022-07-26" @default.
- W4287777283 creator A5017220650 @default.
- W4287777283 creator A5064914887 @default.
- W4287777283 creator A5070014481 @default.
- W4287777283 date "2020-05-18" @default.
- W4287777283 modified "2023-10-15" @default.
- W4287777283 title "B-CONCORD -- A scalable Bayesian high-dimensional precision matrix estimation procedure" @default.
- W4287777283 doi "https://doi.org/10.48550/arxiv.2005.09017" @default.
- W4287777283 hasPublicationYear "2020" @default.
- W4287777283 type Work @default.
- W4287777283 citedByCount "0" @default.
- W4287777283 crossrefType "posted-content" @default.
- W4287777283 hasAuthorship W4287777283A5017220650 @default.
- W4287777283 hasAuthorship W4287777283A5064914887 @default.
- W4287777283 hasAuthorship W4287777283A5070014481 @default.
- W4287777283 hasBestOaLocation W42877772831 @default.
- W4287777283 hasConcept C106487976 @default.
- W4287777283 hasConcept C107673813 @default.
- W4287777283 hasConcept C11413529 @default.
- W4287777283 hasConcept C154945302 @default.
- W4287777283 hasConcept C159985019 @default.
- W4287777283 hasConcept C160234255 @default.
- W4287777283 hasConcept C162376815 @default.
- W4287777283 hasConcept C167928553 @default.
- W4287777283 hasConcept C177769412 @default.
- W4287777283 hasConcept C192562407 @default.
- W4287777283 hasConcept C2524010 @default.
- W4287777283 hasConcept C2776436953 @default.
- W4287777283 hasConcept C33923547 @default.
- W4287777283 hasConcept C37903108 @default.
- W4287777283 hasConcept C41008148 @default.
- W4287777283 hasConcept C89106044 @default.
- W4287777283 hasConcept C93959086 @default.
- W4287777283 hasConcept C99844830 @default.
- W4287777283 hasConceptScore W4287777283C106487976 @default.
- W4287777283 hasConceptScore W4287777283C107673813 @default.
- W4287777283 hasConceptScore W4287777283C11413529 @default.
- W4287777283 hasConceptScore W4287777283C154945302 @default.
- W4287777283 hasConceptScore W4287777283C159985019 @default.
- W4287777283 hasConceptScore W4287777283C160234255 @default.
- W4287777283 hasConceptScore W4287777283C162376815 @default.
- W4287777283 hasConceptScore W4287777283C167928553 @default.
- W4287777283 hasConceptScore W4287777283C177769412 @default.
- W4287777283 hasConceptScore W4287777283C192562407 @default.
- W4287777283 hasConceptScore W4287777283C2524010 @default.
- W4287777283 hasConceptScore W4287777283C2776436953 @default.
- W4287777283 hasConceptScore W4287777283C33923547 @default.
- W4287777283 hasConceptScore W4287777283C37903108 @default.
- W4287777283 hasConceptScore W4287777283C41008148 @default.
- W4287777283 hasConceptScore W4287777283C89106044 @default.
- W4287777283 hasConceptScore W4287777283C93959086 @default.
- W4287777283 hasConceptScore W4287777283C99844830 @default.
- W4287777283 hasLocation W42877772831 @default.
- W4287777283 hasOpenAccess W4287777283 @default.
- W4287777283 hasPrimaryLocation W42877772831 @default.
- W4287777283 hasRelatedWork W2061315473 @default.
- W4287777283 hasRelatedWork W2086321337 @default.
- W4287777283 hasRelatedWork W2188583019 @default.
- W4287777283 hasRelatedWork W2771740151 @default.
- W4287777283 hasRelatedWork W2949629728 @default.
- W4287777283 hasRelatedWork W3023084329 @default.
- W4287777283 hasRelatedWork W3039168711 @default.
- W4287777283 hasRelatedWork W3159813832 @default.
- W4287777283 hasRelatedWork W3160261929 @default.
- W4287777283 hasRelatedWork W4296371181 @default.
- W4287777283 isParatext "false" @default.
- W4287777283 isRetracted "false" @default.
- W4287777283 workType "article" @default.