Gourab Mukherjee
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Cluster Prior Predictive Density Estimator

R codes for sparse pedictive density estimation

Posted on January 31, 2014

R codes for the paper “Exact minimax estimation of the predictive density in sparse Gaussian models”. Numerical evaluations of the risk functions depicted in Figure 3 of the paper and for calculating the cardinality of positive support points of the cluster prior reported in Table 1 of the paper, can be downloaded from here.

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Gourab Mukherjee • 2017 • University of Southern California
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