Bayenet (Q160218)
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Robust Bayesian Elastic Net
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Bayenet |
Robust Bayesian Elastic Net |
Statements
Cen Wu
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10 September 2026
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As heavy-tailed error distribution and outliers in the response variable widely exist, models which are robust to data contamination are highly demanded. Here, we develop a novel robust Bayesian variable selection method with elastic net penalty. In particular, the spike-and-slab priors have been incorporated to impose sparsity. An efficient Gibbs sampler has been developed to facilitate computation.The core modules of the package have been developed in 'C++' and R.
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