A sparse matrix approach to Bayesian computation in large linear models

DOI10.1016/S0167-9473(02)00252-9MaRDI QIDQ956783zbMATH OpenOpenAlexWikidataFDO

Authors Darren J. Wilkinson, Stephen Kh Yeung

Publication date 26 November 2008

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-9473(02)00252-9

zbMATH Keywords

block samplingsparse matricesMarkov chain Monte Carlo (MCMC)precision matrixlinear systemsmultivariate normallocal computationGaussian modelsBayes linear models

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05)

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Cites work

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Cited in

(13)

• 2nd special issue on matrix computations and statistics
• Sparse variational analysis of linear mixed models for large data sets
• Structured prior distributions for the covariance matrix in latent factor models
• scientific article; zbMATH DE number 2175062 (Why is no real title available?)
• AN ALGORITHMIC APPROACH TO BAYESIAN LINEAR MODEL CALCULATIONS
• Sparse Bayesian learning using TMB (Template Model Builder)
• Crossed linear Gaussian Bayesian networks, parsimonious models
• Sparse Bayesian Methods for Low-Rank Matrix Estimation
• Efficient parallelisation of Metropolis-Hastings algorithms using a prefetching approach
• On the estimation of a large sparse Bayesian system: the Snaer program
• Connection between the selection problem for a sparse submatrix of a large-size matrix and the Bayesian problem of hypotheses testing
• Streamlined solutions to multilevel sparse matrix problems
• Sparse matrix linear models for structured high-throughput data

Describes a project that uses

Uses Software

• symrcm

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