Work

GianlucaMastrantonio/SparseBartlettPackage: V0.9

Year: 2026

Type: article

Abstract: The package implements the hierarchical distribution on precision matrices with an arbitrary, user-specified sparsity pattern proposed in Mastrantonio, Alaimo Di Loro and Mingione, “A new hierarchical distribution on arbitrary sparse precision matrices” (arXiv:2506.09607, 2025). The distribution is built through a sparse Bartlett-type decomposition, allowing direct sampling and Bayesian posterior inference via MCMC for models with sparse Gaussian graphical structures. The source code is archived on Zenodo.

Source: PORTO@Iris

DOI: 10.5281/zenodo.24020063

Author: GianlucaMastrantonio

Language: English

Topic: Statistical Methods and Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W7225381400

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