2 papers
stat.ME2026
Informative Distance-Based Priors for Correlation Matrices Centred on a Target Reference
Anna Freni-Sterrantino, Janet van Niekerk, Elias Teixeira Krainski +3
Specifying a prior over the space of correlation matrices is a persistent challenge in Bayesian analysis. The space is a curved manifold whose dimension grows quadratically with th…
stat.CO2026
Parallel Selected Inversion for Space-Time Gaussian Markov Random Fields
Abylay Zhumekenov, Elias T. Krainski, HÃ¥vard Rue
Performing Bayesian inference on large spatio-temporal models requires extracting inverse elements of large sparse precision matrices for marginal variances, as well as estimating…