ScaleSpikeSlab: Scalable Spike-and-Slab

A scalable Gibbs sampling implementation for high dimensional Bayesian regression with the continuous spike-and-slab prior. Niloy Biswas, Lester Mackey and Xiao-Li Meng, "Scalable Spike-and-Slab" (2022) <doi:10.48550/arXiv.2204.01668>.

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