baygel (Q78757)
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Bayesian Shrinkage Estimators for Precision Matrices in Gaussian Graphical Models
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| default for all languages | No label defined |
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| English | baygel |
Bayesian Shrinkage Estimators for Precision Matrices in Gaussian Graphical Models |
Statements
11 November 2023
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This R package offers block Gibbs samplers for the Bayesian (adaptive) graphical lasso, ridge, and naive elastic net priors. These samplers facilitate the simulation of the posterior distribution of precision matrices for Gaussian distributed data and were originally proposed by: Wang (2012) <doi:10.1214/12-BA729>; Smith et al. (2022) <doi:10.48550/arXiv.2210.16290> and Smith et al. (2023) <doi:10.48550/arXiv.2306.14199>, respectively.
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