spexvb: Parameter Expanded Variational Bayes for High-Dimensional Linear Regression
Abstract
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) .
Fields of Study & Subjects
Statistical Methods and Inference
Bayesian Methods and Mixture Models
Markov Chains and Monte Carlo Methods
Publication details
- Publication date
- 17 February 2026
- Language
- EN
- Document type
- Dataset