MBSP

MaRDI QIDQ37358swMATHCRANFDO

Authors Ray Bai

Last update 19 July 2025

Copyright license GNU General Public License, version 3.0

Software version identifier 3.0, 4.0, 1.0, 2.0, PACKAGES.rds, 5.0

Official website https://cran.r-project.org/web/packages/MBSP/index.html

Source code repository https://github.com/cran/MBSP

Description

Gibbs sampler for fitting multivariate Bayesian linear regression with shrinkage priors (MBSP), using the three parameter beta normal family. The method is described in Bai and Ghosh (2018) <doi:10.1016/j.jmva.2018.04.010>.

Cites work

• High-dimensional multivariate posterior consistency under global–local shrinkage priors

Described by source

• High-dimensional multivariate posterior consistency under global-local shrinkage priors

Cited in

(6)

• Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors
• Statistical inference via conditional Bayesian posteriors in high-dimensional linear regression
• R2GUESS
• HS_GHS
• rrpack
• Summaries of three keynote lectures at the SAE – 2018

This page was built for software: MBSP