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stat.ME2023
A Computational Note on the Graphical Ridge in High-dimension
A. Bekker, A. Kheyri, M. Arashi
This article explores the estimation of precision matrices in high-dimensional Gaussian graphical models. We address the challenge of improving the accuracy of maximum likelihood-b…
stat.ME2023
Soft computing for the posterior of a new matrix t graphical network
J. Pillay, A. Bekker, J. T. Ferreira +1
Modelling noisy data in a network context remains an unavoidable obstacle; fortunately, random matrix theory may comprehensively describe network environments effectively. Thus it…
stat.ME2023
In search of the perfect fit: interpretation, flexible modelling, and the existing generalisations of the normal distribution
Andriette Bekker, Matthias Wagener, Muhammad Arashi
Many generalised distributions exist for modelling data with vastly diverse characteristics. However, very few of these generalisations of the normal distribution have shape parame…