ScaleSpikeSlab: Scalable Spike-and-Slab

A scalable Gibbs sampling implementation for high dimensional Bayesian regression with the continuous spike-and-slab prior. Niloy Biswas, Lester Mackey and Xiao-Li Meng, "Scalable Spike-and-Slab" (2022) <arXiv:2204.01668>.

Getting started

Package details

AuthorNiloy Biswas [aut, cre] (<https://orcid.org/0000-0001-9081-5702>), Lester Mackey [aut], Xiao-Li Meng [aut]
MaintainerNiloy Biswas <niloy_biswas@g.harvard.edu>
LicenseGPL (>= 2)
Version1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("ScaleSpikeSlab")

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ScaleSpikeSlab documentation built on May 18, 2022, 5:18 p.m.