Gibbs Sampler for Matrix Generalized Inverse Gaussian DistributionsJournal of Computational And Graphical Statistics (JCGS), 2023 |
A Bayesian approach for partial Gaussian graphical models with sparsityBayesian Analysis (BA), 2021 |
Geodesic Lagrangian Monte Carlo over the space of positive definite
matrices: with application to Bayesian spectral density estimationJournal of Statistical Computation and Simulation (J. Stat. Comput. Simul.), 2016 |