spexvb

MaRDI QIDQ7380584CRANFDO

Authors Peter Olejua, Alexander C. McLain

Last update 17 February 2026

Copyright license MIT license, File License

Software version identifier 0.1.0

Description

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>.

Cites work

• Parameter Expanded Variational Bayes for Well-Calibrated High-Dimensional Linear Regression with Spike-and-Slab Priors

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