Mhorseshoe package in R: Approximate algorithm for the horseshoe prior in Bayesian linear model
The horseshoe prior is a continuous shrinkage prior frequently used in high-dimensional Bayesian sparse linear regression models. Although the horseshoe prior theoretically guarantees excellent shrinkage properties, performing a Markov Chain Monte Carlo (MCMC) algorithm incurs high computational cos...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2025-09-01
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| Series: | SoftwareX |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2352711025002031 |
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