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CRANGHSMaRDI QIDQ147836FDOQ147836

Graphical Horseshoe MCMC Sampler Using Data Augmented Block Gibbs Sampler

Ashutosh Srivastava

Last update: 30 October 2018

Copyright license: GNU General Public License, version 2.0

Software version identifier: 0.1

Cites work

• Bayesian Graphical Lasso Models and Efficient Posterior Computation
• The Graphical Horseshoe Estimator for Inverse Covariance Matrices
• A simple sampler for the horseshoe estimator

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