bayesreg

MaRDI QIDQ43042swMATHCRANFDO

Authors Daniel F. Schmidt, Enes Makalic

Last update 30 September 2024

Copyright license GNU General Public License

Software version identifier 1.2, PACKAGES.rds, 1.0, 1.1, 1.3

Official website https://github.com/sara-vanerp/bayesreg

Source code repository https://github.com/sara-vanerp/bayesreg

Description

Fits linear or generalized linear regression models using Bayesian global-local shrinkage prior hierarchies as described in Polson and Scott (2010) <doi:10.1093/acprof:oso/9780199694587.003.0017>. Provides an efficient implementation of ridge, lasso, horseshoe and horseshoe+ regression with logistic, Gaussian, Laplace, Student-t, Poisson or geometric distributed targets using the algorithms summarized in Makalic and Schmidt (2016) <doi:10.48550/arXiv.1611.06649>.

Cites work

• Shrink Globally, Act Locally: Sparse Bayesian Regularization and Prediction*

Described by source

• Shrinkage priors for Bayesian penalized regression

Cited in

(23)

• BayesianGLasso
• slasso
• sparsegl
• Analysis of type I and II error rates of Bayesian and frequentist parametric and nonparametric two-sample hypothesis tests under preliminary assessment of normality
• A Bayesian time-varying effect model for behavioral mHealth data
• Bayesian penalized Buckley-James method for high dimensional bivariate censored regression models
• Bayesian sparse convex clustering via global-local shrinkage priors
• Objective Bayesian edge screening and structure selection for Ising networks
• sperrorest
• iLaplace
• regsem
• BVSNLP
• penalized
• MBSP
• IsingSampler
• BayesReg
• sdols
• HDCI
• dlstats
• LARGE SAMPLE PROPERTIES OF BAYESIAN ESTIMATION OF SPATIAL ECONOMETRIC MODELS
• Parameter Estimation in Multiple Dynamic Synaptic Coupling Model Using Bayesian Point Process State-Space Modeling Framework
• aPC
• VsusP

This page was built for software: bayesreg