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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 on a standard laptop in just a few seconds
  • outperforms popular Bayesian and non-Bayesian methods

Installation

To install beam from R:

# Install/load R package devtools
install.packages("devtools")
library(devtools)

# Install/load R package beam from github
install_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.