Figure2 (IMAGE)

Sungkyunkwan University External Affairs Division (PR team)

Figure2

Caption

Cholesky factors estimated from ERA5 climate data. Each column corresponds, from right to left, to 2019, 2020, and 2021, and each row shows, from top to bottom, the results of j-LANCE, year-specific independent LANCE, the penalized likelihood-based inference method, and the group graphical lasso method

Credit

Kyoungjae Lee. Won Chang. Xuan Cao. "The Joint Local Dependence Cholesky Prior for Bandwidth Selection Across Multiple Groups." Bayesian Anal. 20 (4) 1539 - 1558, December 2025. https://doi.org/10.1214/24-BA1452

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