Mhorseshoe: Mhorseshoe: Approximate Algorithm for Horseshoe Prior

In Mhorseshoe: Approximate Algorithm for Horseshoe Prior

Mhorseshoe: Approximate Algorithm for Horseshoe Prior

Description

Mhorseshoe is a package for a high-dimensional Bayesian linear modeling algorithm using a horseshoe prior. This package provides two different algorithm functions : exact_horseshoe, approx_horseshoe. approx_horseshoe is version that can lower the computational cost than the existing horseshoe estimator through the approximate MCMC algorithm in the case of p >> N for p predictors and N observations. You can see examples of the use of the two algorithms through the vignette, browseVignettes("Mhorseshoe").

Author(s)

Maintainer: Kang Mingi [e-mail]

Authors:

• Lee Kyoungjae [e-mail]

Mhorseshoe documentation built on April 12, 2025, 1:33 a.m.