Post-processed posteriors for banded covariances
요약
We show the result of minimax convergence rate for bandable covariance case and more simulation results. We also give an example of application to Linear Discriminant Analysis. The proofs of lemmas and theorems in the main paper are represented. We provide the R code of the post-processed posterior procedure in the Github repository https://github.com/KwangminLee564/bandPPP.
K Lee, K Lee, J Lee
Bayesian Analysis (2023)
DOI: 미등록