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Published 20 hours ago • verified publisher icon wwrechard

Spike and Slab Prior

Open manujosephv opened this issue 7 years ago • 0 comments

Hi,

I was searching for an alternative for bsts(R) in Python and stumbled on this gem.

As far as I understand there is no difference between bsts and pydlm, except for the fact that bsts uses a Spike and Slab prior in its regressor(to induce sparsity)

Is there any plan to include an option to use a spike and slab prior in pydlm?

manujosephv avatar Sep 12 '18 01:09 manujosephv