graphml is an R package for computing the log normalizing constant of G-Wishart densities based on ideas from the Hybrid approximation methodology (Chuu et. al., 2021) and extended to incorporate higher order approximations and ideas from graphical modeling literature. The link to the correspoding paper will be provided upon commpletion of the preprint.
Eric Chuu, Debdeep Pati, and Anirban Bhattacharya. A hybrid approximation to the marginal likelihood. In AISTATS, 2021.
Link to paper: https://arxiv.org/abs/2102.12976
We provide the implementation for the Hybrid-EP + Junction Tree algorithm
Currently, this package is available to be built locally in R.
To build this package on the command line, run the following commands after cloning this repository:
R CMD build graphml
R CMD INSTALL graphml_1.0.tar.gz
See this demo for an illustration of how to use this package in practice. The source code for this example can be found here.