ScaleSpikeSlab

Scalable Spike-and-Slab

CRAN Package

A scalable Gibbs sampling implementation for high dimensional Bayesian regression with the continuous spike-and-slab prior. Niloy Biswas, Lester Mackey and Xiao-Li Meng, "Scalable Spike-and-Slab" (2022) doi:10.48550/arXiv.2204.01668.


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