spikeSlabGAM
An R-package for Bayesian variable selection, model choice, and regularized estimation for (spatial) generalized additive mixed regression models via stochastic search variable selection with spike-and-slab priors.
C
. Short & applied intro (also the vignette that comes with the package, with some minor modifications...):
Fabian Scheipl. (2011)
spikeSlabGAM
: Bayesian Variable Selection, Model Choice and Regularization for Generalized Additive Mixed Models in R. Journal of Statistical Software, 43(14). [pdf]
More theory, simulation studies and real-world case studies:
Fabian Scheipl, Ludwig Fahrmeir, Thomas Kneib (2012). Spike-and-Slab Priors for Function Selection in Structured Additive Regression Models. Journal of the American Statistical Association, 107(500), 1518-1532. [pdf on arXiv]
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