SSGL

MaRDI QIDQ5984123CRANFDO

Authors Ray Bai

Last update 24 March 2025

Copyright license GNU General Public License, version 3.0

Software version identifier 1.0, PACKAGES.rds, 2.0

Description

Fits group-regularized generalized linear models (GLMs) using the spike-and-slab group lasso (SSGL) prior of Bai et al. (2022) <doi:10.1080/01621459.2020.1765784> and extended to GLMs by Bai (2023) <doi:10.48550/arXiv.2007.07021>. This package supports fitting the SSGL model for the following GLMs with group sparsity: Gaussian linear regression, binary logistic regression, and Poisson regression.

Cites work

• Spike-and-Slab Group Lassos for Grouped Regression and Sparse Generalized Additive Models

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