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Fast Bayesian inference in large graphical models.

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gleday/beam

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beam
beam

Fast Bayesian inference of network structures.

Features

  • inference of conditional independence structures
  • inference of marginal independence structures
  • computationally efficient (no MCMC)
  • memory-efficient
  • able to address problems with thousands of variables ona standard laptop in just a few seconds
  • outperforms popular Bayesian and non-Bayesian methods

Installation

To installbeam from R:

# Install/load R package devtoolsinstall.packages("devtools")library(devtools)# Install/load R package beam from githubinstall_github("gleday/beam")library(beam)

Citation

This R package implements the method described in

Leday, G.G.R. and Richardson, S. (2019).Fast Bayesian inference in large Gaussian graphical models.Biometrics. 75(4), 1288--1298.


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