Sparse Bayesian multidimensional scaling(s)

DOI10.1007/S00180-025-01696-1MaRDI QIDQ6878808zbMATH OpenFDO

Authors Ami Sheth, Aaron Smith, Andrew J. Holbrook

Publication date 5 January 2026

Published in Computational Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S00180-025-01696-1

zbMATH Keywords

Bayesian hierarchical modelingclusteringdimension reductionHamiltonian Monte Carlophylogeographysparsity

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites work

• Bayesian Hyperbolic Multidimensional Scaling
• Bayesian Multidimensional Scaling and Choice of Dimension
• Bayesian multidimensional scaling procedure with variable selection
• Equation of state calculations by fast computing machines
• ggplot2. Elegant graphics for data analysis. With contributions by Carson Sievert
• Massive Parallelization Boosts Big Bayesian Multidimensional Scaling
• Monte Carlo sampling methods using Markov chains and their applications
• Multidimensional scaling. I: Theory and method
• Optimal scaling for various Metropolis-Hastings algorithms.
• Optimal tuning of the hybrid Monte Carlo algorithm
• Probability inequalities for likelihood ratios and convergence rates of sieve MLEs
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination

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