Bayesian Hierarchical Model for Large-Scale Covariance Matrix Estimation
نویسندگان
چکیده
منابع مشابه
Bayesian Hierarchical Model for Large-Scale Covariance Matrix Estimation
Many bioinformatics problems implicitly depend on estimating large-scale covariance matrix. The traditional approaches tend to give rise to high variance and low accuracy due to "overfitting." We cast the large-scale covariance matrix estimation problem into the Bayesian hierarchical model framework, and introduce dependency between covariance parameters. We demonstrate the advantages of our ap...
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ژورنال
عنوان ژورنال: Journal of Computational Biology
سال: 2007
ISSN: 1066-5277,1557-8666
DOI: 10.1089/cmb.2006.0151