Supplementary Material for “Post-Processed Posteriors for Banded Covariances”
요약
In the supplementary material, we give the minimax analysis for bandable covariance case in Section S1, and we consider the adaptation of the post-processed posterior with a prior on bandwidth k in Section S2. We also provide additional simulation study and real data analysis as well as the proofs of main results. In Section S3, we represent more simulation results. In Section S4, we give an example of application to Linear Discriminant Analysis. Finally, in Section S5, we prove lemmas and theorems of the main paper.
K Lee, K Lee, J Lee
(2022)
DOI: 미등록