hsstan (Q86315)
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Hierarchical Shrinkage Stan Models for Biomarker Selection
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | hsstan |
Hierarchical Shrinkage Stan Models for Biomarker Selection |
Statements
13 January 2024
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Linear and logistic regression models penalized with hierarchical shrinkage priors for selection of biomarkers (or more general variable selection), which can be fitted using Stan (Carpenter et al. (2017) <doi:10.18637/jss.v076.i01>). It implements the horseshoe and regularized horseshoe priors (Piironen and Vehtari (2017) <doi:10.1214/17-EJS1337SI>), as well as the projection predictive selection approach to recover a sparse set of predictive biomarkers (Piironen, Paasiniemi and Vehtari (2020) <doi:10.1214/20-EJS1711>).
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