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stat.ME2026
Sparsifying transform priors in Gaussian graphical models
Marcus Gehrmann, Håkon Tjelmeland
Bayesian methods constitute a popular approach for estimating the conditional independence structure in Gaussian graphical models, since they can quantify the uncertainty through t…
stat.ME2021
A generalised and fully Bayesian framework for ensemble updating
Margrethe Kvale Loe, Håkon Tjelmeland
We propose a generalised framework for the updating of a prior ensemble to a posterior ensemble, an essential yet challenging part in ensemble-based filtering methods. The proposed…