2 code implementations • 21 Sep 2018 • Harry Gray, Gwenaël G. R. Leday, Catalina A. Vallejos, Sylvia Richardson
Linear shrinkage estimators of a covariance matrix --- defined by a weighted average of the sample covariance matrix and a pre-specified shrinkage target matrix --- are popular when analysing high-throughput molecular data.
Methodology Applications
2 code implementations • 21 Mar 2018 • Gwenaël G. R. Leday, Sylvia Richardson
Specifically, we introduce closed-form Bayes factors under the Gaussian conjugate model to evaluate the null hypotheses of marginal and conditional independence between variables.
Methodology
