software

Code accompanying papers, newest first. Most repositories are maintained by the student or postdoc who led the work.

Repository Language Paper Reference
CR-MRF-ordinal-preference-data R Covariate-dependent Joint Modeling of Multivariate Ordinal Preferences and Its Connections with Comparison Models Chen et al. (2026, preprint)
RT_SPD Python The Reverse Telescoping Coordinate System for Positive Definite Matrices: Geometry, Computation, and Generative Modeling Bhadra (2026, preprint)
RTsampler R An Order of Magnitude Time Complexity Reduction for Gaussian Graphical Model Posterior Sampling Using a Reverse Telescoping Block Decomposition Gao et al. (2026, preprint)
qDAGx R Bayesian Covariate-Dependent Quantile Directed Acyclic Graphical Models for Individualized Inference Sagar et al. (2026, preprint)
ExponentialGM R Likelihood-based Inference in Fully and Partially Observed Exponential Family Graphical Models with Intractable Normalizing Constants Chen et al. (2026, JMLR)
exact-approx-mcmc R Exact and Approximate MCMC for Doubly-intractable Probabilistic Graphical Models Leveraging the Underlying Independence Model Chen et al. (2026, AISTATS)
deep-alpha-kernel R Deep Kernel Posterior Learning under Infinite Variance Prior Weights Loría and Bhadra (2025, ICLR)
multivariate_confluent_hypergeometric R Multivariate Confluent Hypergeometric Covariance Functions with Simultaneous Flexibility over Smoothness and Tail Decay Yarger and Bhadra (2025, Math Geosci)
rBGR R Robust Bayesian Graphical Regression Models for Assessing Tumor Heterogeneity in Proteomic Networks Yao et al. (2025, Biometrics)
graphicalEvidence R Evidence Estimation in Gaussian Graphical Models Using a Telescoping Block Decomposition of the Precision Matrix Bhadra et al. (2024, JMLR)
alphastableNNet R Posterior Inference on Shallow Infinitely Wide Bayesian Neural Networks under Weights with Unbounded Variance Loría and Bhadra (2024, UAI)
GHS-LLA-codes MATLAB Maximum a posteriori estimation in graphical models using local linear approximation Sagar et al. (2024, Stat)
Sure-tuned_BridgeRegression R SURE-tuned Bridge Regression Loría and Bhadra (2024, Stat Comput)
Graphical_HSL MATLAB Precision matrix estimation under the horseshoe-like prior–penalty dual Sagar et al. (2024, EJS)
Graphical_Evidence MATLAB Evidence Estimation in Gaussian Graphical Models Using a Telescoping Block Decomposition of the Precision Matrix Bhadra et al. (2024, JMLR)
HS-LLA-codes R A Laplace Mixture Representation of the Horseshoe and Some Implications Sagar and Bhadra (2022, IEEE SPL)
HS_GHS MATLAB Joint mean–covariance estimation via the horseshoe Li et al. (2021, JMVA)
GHS MATLAB The graphical horseshoe estimator for inverse covariance matrices Li et al. (2019, JCGS)
bayes-horseshoe-plus Stan The horseshoe+ estimator of ultra-sparse signals Bhadra et al. (2017, BA)
bayes-horseshoe-plus Stan Default Bayesian analysis with global-local shrinkage priors Bhadra et al. (2016, Biometrika)
Code_Bhadra_Carroll_2015.zip MATLAB Exact sampling of the unobserved covariates in Bayesian spline models for measurement error problems Bhadra and Carroll (2016, Stat Comput)
Code_Feldman_Bhadra_Kirshner_2014.zip MATLAB Bayesian feature selection in high-dimensional regression in presence of correlated noise Feldman et al. (2014, Stat)