search

aesara-devs / aemcmc

AeMCMC is a Python library that automates the construction of samplers for Aesara graphs representing statistical models.
https://aemcmc.readthedocs.io/en/latest/
MIT License
39 stars 11 forks source link

Implement sampler for linear regularized regression #11

Closed rlouf closed 2 years ago

rlouf commented 2 years ago

See section 2.1. in [1].

[1] Makalic, Enes, and Daniel F. Schmidt. “High-Dimensional Bayesian Regularised Regression with the BayesReg Package.” ArXiv Preprint ArXiv:1611.06649, 2016.