ryantibs / best-subsetLinks
Comparisons between best subset selection and other popular sparse regression estimators
☆86Updated 2 years ago
Alternatives and similar repositories for best-subset
Users that are interested in best-subset are comparing it to the libraries listed below
Sorting:
- Path algorithm for generalized lasso problems☆32Updated 2 years ago
- Generalized lasso implementations☆46Updated 10 months ago
- ☆32Updated 3 months ago
- An R package for large scale estimation with stochastic gradient descent☆62Updated last year
- An R-Java Bayesian Additive Regression Trees implementation☆62Updated last year
- Penalized Sparse Learning Solver - Unleash the Power of Nonconvex Penalty☆76Updated 3 years ago
- Draft introduction to probability and inference aimed at the Stan manual.☆85Updated 9 years ago
- Tools for conformal inference in regression☆248Updated last year
- Unbiased Markov chain Monte Carlo with couplings☆30Updated 3 years ago
- ☆96Updated last year
- Implementing MCMC sampling from scratch in R for various Bayesian models☆109Updated last year
- repo for "Optimal Inference After Model Selection"☆14Updated 8 years ago
- ☆92Updated 8 months ago
- This package is DEPRECATED. Please use the packages `grf` or `ranger` instead, which have built-in confidence intervals.☆70Updated 7 years ago
- Case studies on model assessment, model selection and inference after model selection☆170Updated last year
- Bayesian Modeling using Stan in R (May/June 2016)☆54Updated 9 years ago
- Efficient Algorithms for L0 Regularized Learning☆102Updated last year
- ☆56Updated 3 years ago
- Inference case studies in knitr☆168Updated 2 years ago
- 'Visualization in Bayesian workflow' by Gabry, Simpson, Vehtari, Betancourt, and Gelman. (JRSS discussion paper and code)☆66Updated 4 years ago
- Discrete Bayesian Additive Regression Trees Sampler☆59Updated 4 months ago
- sgmcmc: a stochastic gradient MCMC package for R☆29Updated 4 years ago
- Simulating Longitudinal and Network Data with Causal Inference Applications☆70Updated last year
- Sparse Principal Component Analysis (SPCA) using Variable Projection☆70Updated 7 years ago
- An R modeling language for convex optimization problems.☆211Updated 9 months ago
- Projection predictive variable selection☆112Updated 2 weeks ago
- ☆34Updated 3 years ago
- Toolbox for Bayesian Optimization and Model-Based Optimization in R☆188Updated last year
- Data for and description of the ACIC 2023 data competition☆32Updated 2 years ago
- ☆30Updated 4 years ago