A sparse matrix approach to Bayesian computation in large linear models

DOI10.1016/S0167-9473(02)00252-9zbMATH Open1429.62302OpenAlexW2084833933WikidataQ59859664 ScholiaQ59859664MaRDI QIDQ956783FDOQ956783

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

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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)

Cites Work

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• The Calculation of Posterior Distributions by Data Augmentation
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• On Block Updating in Markov Random Field Models for Disease Mapping
• Probabilistic Networks and Expert Systems
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• Space-varying regression models: specifications and simulation

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
• Title not available (Why is that?)
• 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

Uses Software

• symrcm

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