baygel

CRANbaygelMaRDI QIDQ78757FDOQ78757

Bayesian Shrinkage Estimators for Precision Matrices in Gaussian Graphical Models

Mohammad Arashi, Andriette Bekker, Jarod Smith

Last update: 11 November 2023

Copyright license: GNU General Public License

Software version identifier: 0.1.0, 0.2.0, 0.3.0

Description

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.

Cites work

• Bayesian Graphical Lasso Models and Efficient Posterior Computation
• A naıve Bayesian graphical elastic net: driving advances in differential network analysis
• A Data Driven Bayesian Graphical Ridge Estimator

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