- 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
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)
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.