| title | author | date |
|---|---|---|
ScaleSpikeSlab |
Niloy Biswas |
31/01/2022 |
This package contains algorithms for Scalable Spike-and-Slab (S^3), a scalable Gibbs sampling implementation for high dimensional Bayesian regression with the continuous spike-and-slab prior.
It is based on the article "Scalable Spike-and-Slab" (https://arxiv.org/abs/2204.01668), by Niloy Biswas, Lester Mackey and Xiao-Li Meng.
The folder R_package contains scripts and a tutorial for the software package ScaleSpikeSlab in R. It is available on CRAN (https://cran.r-project.org/web/packages/ScaleSpikeSlab/index.html).
The folder Python contains scripts and a tutorial for ScaleSpikeSlab in Python (package forthcoming).