Bayesian Estimation of Gaussian Graphical Models with Projection Predictive Selection


#1

New arXiv preprint using Stan and projpred package (with some regularized horseshoes, too):
Donald R. Williams, Juho Piironen, Aki Vehtari, Philippe Rast
"Bayesian Estimation of Gaussian Graphical Models with Projection Predictive Selection"
https://arxiv.org/abs/1801.05725