Spike-and-Slab Group Lassos for Grouped Regression and Sparse Generalized Additive Models

1 code implementation • 5 Mar 2019 • Ray Bai, Gemma E. Moran, Joseph Antonelli, Yong Chen, Mary R. Boland

We introduce the spike-and-slab group lasso (SSGL) for Bayesian estimation and variable selection in linear regression with grouped variables.

Methodology