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stat.ME2026
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.ME2025
Multivariate Confluent Hypergeometric Covariance Functions with Simultaneous Flexibility over Smoothness and Tail Decay
Drew Yarger, Anindya Bhadra
Spatially-indexed multivariate data appear frequently in geostatistics and related fields including oceanography and environmental science. To take full advantage of this data stru…
stat.ME2024
Evidence Estimation in Gaussian Graphical Models Using a Telescoping Block Decomposition of the Precision Matrix
Anindya Bhadra, Ksheera Sagar, David Rowe +2
Marginal likelihood, also known as model evidence, is a fundamental quantity in Bayesian statistics. It is used for model selection using Bayes factors or for empirical Bayes tunin…