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stat.ME2026
Positive-definiteness in separable priors: effects on prior interpretability and inference
Jack Storror Carter, David Rossell
A popular class of priors for symmetric positive-definite matrices assumes independent entries and adds a truncation to ensure positive-definiteness. While conceptually simple and…
stat.ME2025
Existence and optimisation of the partial correlation graphical lasso
Jack Storror Carter, Cesare Molinari
The partial correlation graphical LASSO (PCGLASSO) is a penalised likelihood method for Gaussian graphical models which provides scale invariant sparse estimation of the precision…