/Variational-inference-for-Bayesian-variable-selection

MATLAB and R implementations of the variational inference procedure for Bayesian variable selection. The algorithm is described in Peter Carbonetto and Matthew Stephens (2012). "Scalable variational inference for Bayesian variable selection in regression, and its accuracy in genetic association studies." Bayesian Analysis 7, pages 73-108.

Primary LanguageObjective-CGNU General Public License v3.0GPL-3.0

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