Available Software:

[7] Bhadra, A., Sagar, K., Datta, J. and Banerjee, S. (2022+). Graphical Evidence. (submitted). [arXiv:2205.01016]
MATLAB code.

[6] Li, Y., Datta, J., Craig, B. A. and Bhadra, A. (2021). Joint Mean-Covariance Estimation via the Horseshoe. Journal of Multivariate Analysis 183, 104716.
MATLAB code.

[5] Li, Y., Craig, B. A. and Bhadra, A. (2019). The graphical horseshoe estimator for inverse covariance matrices. Journal of Computational and Graphical Statistics 28, 747–757.
MATLAB code.

[4] Bhadra, A., Datta, J., Polson, N. G. and Willard, B. (2017). The horseshoe+ estimator of ultra-sparse signals. Bayesian Analysis 12, 1105–1131.
Stan code.

[3] Bhadra, A., Datta, J., Polson, N. G. and Willard, B. (2016). Default Bayesian analysis with global-local shrinkage priors. Biometrika 103, 955–969.
Stan code.

[2] Bhadra, A and Carroll, R. J. (2016). Exact sampling of the unobserved covariates in Bayesian spline models for measurement error problems. Statistics and Computing 26, 827–840.
MATLAB code.

[1] Feldman, G., Bhadra, A. and Kirshner, S. (2014). Bayesian feature selection in high-dimensional regression in presence of correlated noise. Stat 3, 258–272.
MATLAB code.

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