pacbpred: PAC-Bayesian Estimation and Prediction in Sparse Additive Models This package is intended to perform estimation and prediction in high-dimensional additive models, using a sparse PAC-Bayesian point of view and a MCMC algorithm. The method is fully described in Guedj and Alquier (2013), ’PAC-Bayesian Estimation and Prediction in Sparse Additive Models’, Electronic Journal of Statistics, 7, 264–291
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References in zbMATH (referenced in 3 articles )
Showing results 1 to 3 of 3.
- Li, Cheng; Jiang, Wenxin: On oracle property and asymptotic validity of Bayesian generalized method of moments (2016)
- Chopin, Nicolas; Gadat, Sébastien; Guedj, Benjamin; Guyader, Arnaud; Vernet, Elodie: On some recent advances on high dimensional Bayesian statistics (2015)
- Guedj, Benjamin; Alquier, Pierre: PAC-Bayesian estimation and prediction in sparse additive models (2013)