bayesreg

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Bayesian Regression Models with Global-Local Shrinkage Priors

Daniel F. Schmidt, Enes Makalic

Last update: 29 March 2021

Copyright license: GNU General Public License

Software version identifier: 1.2

Source code repository: https://github.com/sara-vanerp/bayesreg

Cites work

• Shrink Globally, Act Locally: Sparse Bayesian Regularization and Prediction*
• High-Dimensional Bayesian Regularised Regression with the BayesReg Package

Described by source

• Shrinkage priors for Bayesian penalized regression

Cited In (7)

• LARGE SAMPLE PROPERTIES OF BAYESIAN ESTIMATION OF SPATIAL ECONOMETRIC MODELS
• Bayesian penalized Buckley-James method for high dimensional bivariate censored regression models
• Bayesian sparse convex clustering via global-local shrinkage priors
• Objective Bayesian edge screening and structure selection for Ising networks
• Analysis of type I and II error rates of Bayesian and frequentist parametric and nonparametric two-sample hypothesis tests under preliminary assessment of normality
• Parameter Estimation in Multiple Dynamic Synaptic Coupling Model Using Bayesian Point Process State-Space Modeling Framework
• A Bayesian time-varying effect model for behavioral mHealth data

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