An R package VIGoR for joint estimation of multiple linear learners with variational Bayesian inference
Summary: An R package that can implement multiple linear learners, including penalized regression and regression with spike and slab priors, in a single model has been developed. Solutions are obtained with fast minorize-maximization algorithms in the framework of variational Bayesian inference. Thi...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Oxford University Press
2022
|
| Subjects: | |
| Online Access: | View Fulltext in Publisher |