Mhorseshoe
Approximate Algorithm for Horseshoe Prior
v0.1.5
·
Oct 20, 2025
·
MIT + file LICENSE
Description
Provides exact and approximate algorithms for the horseshoe prior in linear regression models, which were proposed by Johndrow et al. (2020) <https://www.jmlr.org/papers/v21/19-536.html>.
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