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Found 2 papers, 1 papers with code
Consistent Bayesian Sparsity Selection for High-dimensional Gaussian DAG Models with Multiplicative and Beta-mixture Priors
Estimation of the covariance matrix for high-dimensional multivariate datasets is a challenging and important problem in modern statistics.
Statistics Theory Methodology Statistics Theory
Posterior Consistency for Bayesian Relevance Vector Machines
Statistical modeling and inference problems with sample sizes substantially smaller than the number of available covariates are challenging.
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