spexvb (Q7380584)
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Parameter Expanded Variational Bayes for High-Dimensional Linear Regression
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | spexvb |
Parameter Expanded Variational Bayes for High-Dimensional Linear Regression |
Statements
Implements a parameter expanded variational Bayes algorithm for linear regression models with high-dimensional variable selection. The methodology utilizes spike-and-slab priors to perform simultaneous estimation and selection. Details can be found in Olejua et al. (2024) <doi:10.21203/rs.3.rs-7208847/v1>.
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17 February 2026
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