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.