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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Bibliographic Details

Published in:	SoftwareX Vol. 31; p. 102236
Main Authors:	Kang, Mingi, Lee, Kyoungjae
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 01.09.2025 Elsevier
Subjects:	Approximate algorithm Bayesian inference Horseshoe prior R Approximate algorithm Bayesian inference Horseshoe prior
ISSN:	2352-7110, 2352-7110
Online Access:	Get full text
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