spexvb
Parameter Expanded Variational Bayes for High-Dimensional Linear Regression
v0.1.0
·
Feb 17, 2026
·
MIT + file LICENSE
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>.
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0.1.0
Mar 9, 2026