2 papers
stat.ME2025
An Order of Magnitude Time Complexity Reduction for Gaussian Graphical Model Posterior Sampling Using a Reverse Telescoping Block Decomposition
Zejin Gao, Ksheera Sagar, Anindya Bhadra
We consider the problem of fully Bayesian posterior estimation and uncertainty quantification in undirected Gaussian graphical models via Markov chain Monte Carlo (MCMC) under rece…
stat.ME2023
Maximum a Posteriori Estimation in Graphical Models Using Local Linear Approximation
Ksheera Sagar, Jyotishka Datta, Sayantan Banerjee +1
Sparse structure learning in high-dimensional Gaussian graphical models is an important problem in multivariate statistical signal processing; since the sparsity pattern naturally…