Gibbs sampler for posterior inference of LTN with sparse Gaussian graph of nodes
1 | gibbs_glasso(niter, YL, Y, r = 1, s = 0.01, SEED = 1, lambda = "hp")
|
niter |
number of Gibbs iteration |
YL |
d x N matrices of y(Al) |
Y |
d x N matrices of y(A) |
r |
hyperparameter for shrinkage parameter lambda. lambda ~ Ga(r,s). |
s |
hyperparameter for shrinkage parameter lambda. lambda ~ Ga(r,s). |
SEED |
random seed for initializing the parameters |
lambda |
'hp' – the Gamma hyperprior will be used; or a real number used as a fixed lambda, and r and s will be ignored |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.