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Parameter estimation in high dimensional Gaussian distributions

, , and . Statistics and Computing, 24 (2): 247--263 (Mar 1, 2014)
DOI: 10.1007/s11222-012-9368-y

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STI-GMaS: an open-source environment for simulation of sexually-transmitted infections., , , , , and . BMC Syst. Biol., (2014)Parameter estimation in high dimensional Gaussian distributions, , and . Statistics and Computing, 24 (2): 247--263 (Mar 1, 2014)Parameter estimation in high dimensional Gaussian distributions, and . (2011)cite arxiv:1105.5256Comment: 1 table.Penalising model component complexity: A principled, practical approach to constructing priors, , , , and . (2014)cite arxiv:1403.4630Comment: Major revision of previous version. Includes a beefed up literature review and new desiderata for hierarchical priors. Removes (for space) the Cox proportional hazard model and the section on hyperparameters for Gaussian random fields.Bayesian Computing with INLA: A Review, , , , , and . (2016)cite arxiv:1604.00860v1.pdfComment: 26 pages, 7 figures.