The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate.
Kyoungjae LeeSeongil JoJaeyong LeePublished in: J. Multivar. Anal. (2022)
Keyphrases
- convergence rate
- step size
- convergence speed
- learning rate
- dirichlet process
- covariance matrices
- gradient method
- mixture model
- mutation operator
- global convergence
- primal dual
- posterior distribution
- denoising
- covariance matrix
- image denoising
- sparse representation
- expectation maximization
- numerical stability
- wavelet neural network
- maximum a posteriori
- worst case
- probability distribution
- prior knowledge
- beta distribution
- dirichlet distribution
- genetic algorithm
- bayesian framework
- em algorithm
- evolutionary algorithm
- image processing