LassoHiDFastGibbs (Q7380430)
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Fast High-Dimensional Gibbs Samplers for Bayesian Lasso Regression
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| English | LassoHiDFastGibbs |
Fast High-Dimensional Gibbs Samplers for Bayesian Lasso Regression |
Statements
Provides fast and scalable Gibbs sampling algorithms for Bayesian Lasso regression model in high-dimensional settings. The package implements efficient partially collapsed and nested Gibbs samplers for Bayesian Lasso, with a focus on computational efficiency when the number of predictors is large relative to the sample size. Methods are described at Davoudabadi and Ormerod (2026) <https://github.com/MJDavoudabadi/LassoHiDFastGibbs>.
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22 February 2026
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