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**1 - 3**of**3**### Bernstein-von Mises Theorems for Functionals of Covariance Matrix *

"... Abstract We provide a general theoretical framework to derive Bernstein-von Mises theorems for matrix functionals. The conditions on functionals and priors are explicit and easy to check. Results are obtained for various functionals including entries of covariance matrix, entries of precision matri ..."

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Abstract We provide a general theoretical framework to derive Bernstein-von Mises theorems for matrix functionals. The conditions on functionals and priors are explicit and easy to check. Results are obtained for various functionals including entries of covariance matrix, entries of precision matrix, quadratic forms, log-determinant, eigenvalues in the Bayesian Gaussian covariance/precision matrix estimation setting, as well as for Bayesian linear and quadratic discriminant analysis.

### Blossom Tree Graphical Models

"... We combine the ideas behind trees and Gaussian graphical models to form a new nonparametric family of graphical models. Our approach is to attach nonparanormal “blossoms”, with arbitrary graphs, to a collection of nonparametric trees. The tree edges are chosen to connect variables that most violate ..."

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We combine the ideas behind trees and Gaussian graphical models to form a new nonparametric family of graphical models. Our approach is to attach nonparanormal “blossoms”, with arbitrary graphs, to a collection of nonparametric trees. The tree edges are chosen to connect variables that most violate joint Gaussianity. The non-tree edges are partitioned into disjoint groups, and assigned to tree nodes using a nonparametric partial correlation statistic. A nonparanormal blossom is then “grown” for each group using established methods based on the graphical lasso. The result is a factorization with respect to the union of the tree branches and blossoms, defining a high-dimensional joint density that can be efficiently estimated and evaluated on test points. Theoretical properties and experiments with simulated and real data demonstrate the effectiveness of blossom trees.