TGS
R code to implement the (weighted) Tempered Gibbs Sampling algorithm
Install / Use
/learn @gzanella/TGSREADME
TGS
R code to implement the (weighted) Tempered Gibbs Sampling algorithm in the context of Bayesian Variable Selection models with spike and slab prior and Gaussian likelihood. The algorithm was introduced in 2018 in the paper "Scalable Importance Tempering and Bayesian Variable Selection" by G.Zanella and G.O.Roberts.
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