DattaHub / bayes-sqlasso

Work in progress draft and codes for Bayesian square-root Lasso
Apache License 2.0
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Stan Code #8

Open DattaHub opened 7 years ago

DattaHub commented 7 years ago

@brandonwillard We should implement the Stan code for Bayes sqrt-Lasso since there is a nice normal scale mixture hierarchy and Stan codes are becoming more and more popular among users.

brandonwillard commented 7 years ago

Not PyMC3!?

Anyway, yeah, I think it's worth trying.

DattaHub commented 7 years ago

Yes, why not PyMC3?

On Aug 4, 2017 12:20 PM, "Brandon T. Willard" notifications@github.com wrote:

Not PyMC3!?

Anyway, yeah, I think it's worth trying.

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