PAC-Bayesian Estimation and Prediction in Sparse Additive Models.

This package is intended to perform estimation and prediction in high-dimensional additive models, using a sparse PAC-Bayesian point of view and a MCMC algorithm. The method is fully described in Guedj and Alquier (2013), 'PAC-Bayesian Estimation and Prediction in Sparse Additive Models', Electronic Journal of Statistics, 7, 264--291.


Reference manual

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0.92.2 by Benjamin Guedj, 7 years ago

Browse source code at

Authors: Benjamin Guedj

Documentation:   PDF Manual  

Task views: Bayesian Inference

GPL (>= 2) license

See at CRAN