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BayesS5

Bayesian Variable Selection Using Simplified Shotgun Stochastic Search with Screening (S5)

v1.41 · Mar 24, 2020 · GPL (>= 2)

Description

In p >> n settings, full posterior sampling using existing Markov chain Monte Carlo (MCMC) algorithms is highly inefficient and often not feasible from a practical perspective. To overcome this problem, we propose a scalable stochastic search algorithm that is called the Simplified Shotgun Stochastic Search (S5) and aimed at rapidly explore interesting regions of model space and finding the maximum a posteriori(MAP) model. Also, the S5 provides an approximation of posterior probability of each model (including the marginal inclusion probabilities). This algorithm is a part of an article titled "Scalable Bayesian Variable Selection Using Nonlocal Prior Densities in Ultrahigh-dimensional Settings" (2018) by Minsuk Shin, Anirban Bhattacharya, and Valen E. Johnson and "Nonlocal Functional Priors for Nonparametric Hypothesis Testing and High-dimensional Model Selection" (2020+) by Minsuk Shin and Anirban Bhattacharya.

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r-devel-linux-x86_64-fedora-clang OK
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r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
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CRAN incoming feasibility

Maintainer: ‘Minsuk Shin <minsuk000@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Minsuk",
                      family = "Shin",
                      role = c("aut", "cre"),
                      email = "minsuk000@gmail.com"),
               person(given = "Ruoxuan",
                      family = "Tian",
                      role = "aut"))
as necessary.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Minsuk Shin <minsuk000@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Minsuk",
                      family = "Shin",
                      role = c("aut", "cre"),
                      email = "minsuk000@gmail.com"),
               person(given = "Ruoxuan",
                      family = "Tian",
                      role = "aut"))
as necessary.
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OK r-oldrel-macos-arm64

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OK r-oldrel-macos-x86_64

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OK r-oldrel-windows-x86_64

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OK r-patched-linux-x86_64

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OK r-release-linux-x86_64

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OK r-release-macos-x86_64

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Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Minsuk Shin <minsuk000@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Minsuk",
                      family = "Shin",
                      role = c("aut", "cre"),
                      email = "minsuk000@gmail.com"),
               person(given = "Ruoxuan",
                      family = "Tian",
                      role = "aut"))
as necessary.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Minsuk Shin <minsuk000@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Minsuk",
                      family = "Shin",
                      role = c("aut", "cre"),
                      email = "minsuk000@gmail.com"),
               person(given = "Ruoxuan",
                      family = "Tian",
                      role = "aut"))
as necessary.

Dependency Network

Dependencies Reverse dependencies Matrix snowfall abind splines2 BayesS5

Version History

new 1.41 Mar 9, 2026