spikeslab: Prediction and variable selection using spike and slab regression. Spike and slab for prediction and variable selection in linear regression models. Uses a generalized elastic net for variable selection.
Keywords for this software
References in zbMATH (referenced in 4 articles )
Showing results 1 to 4 of 4.
- Latouche, Pierre; Mattei, Pierre-Alexandre; Bouveyron, Charles; Chiquet, Julien: Combining a relaxed EM algorithm with Occam’s razor for Bayesian variable selection in high-dimensional regression (2016)
- Bleich, Justin; Kapelner, Adam; George, Edward I.; Jensen, Shane T.: Variable selection for BART: an application to gene regulation (2014)
- Ishwaran, Hemant; Rao, J.Sunil: Geometry and properties of generalized ridge regression in high dimensions (2014)
- Narisetty, Naveen Naidu; He, Xuming: Bayesian variable selection with shrinking and diffusing priors (2014)