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Bayesian linear regression with the horseshoe hierarchy

version 1.21.0.0 (5.03 KB) by Statovic
This file implements Bayesian linear regression with the horseshoe hierarchy.

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Updated 10 Aug 2017

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This file implements Bayesian linear regression with the horseshoe hierarchy using a simple Gibbs sampler.

References:
A simple sampler for Bayesian linear regression with the horseshoe hierarchy
E. Makalic and D. F. Schmidt,
arXiv:1508.03884 [stat.CO], 2015

The horseshoe estimator for sparse signals
C. M. Carvalho, N. G. Polson and J. G. Scott
Biometrika, Vol. 97, No. 2, pp. 465--480, 2010

NOTE: A new toolbox, baysreg, which implements Bayesian regularised linear and logistic regression is now available on MATLAB Central (File ID: #60823).

Cite As

Statovic (2021). Bayesian linear regression with the horseshoe hierarchy (https://www.mathworks.com/matlabcentral/fileexchange/52479-bayesian-linear-regression-with-the-horseshoe-hierarchy), MATLAB Central File Exchange. Retrieved .

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MATLAB Release Compatibility
Created with R2015a
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