This project aims to explore empirical Bayes multiple regression methods. Here is a collection of occassional unrefined Jupyter Notebooks from my daily work, with a lazy attempt to categorize For my other notebook collections, visit here.
Posts
Optmization of the penalty function using Lagrange multiplier
Demonstration of EM-VAMP with adaptive shrinkage (ash) prior
Comparison of prediction accuracy of EM-VAMP, Mr.ASH and EBMR
Comparison of prediction accuracy of linear regression methods
Multiple regression (two predictors) with product of normals
Effect of $\sigma_b$ and $\sigma_w$ in EBMR with product of normals
- •
- 1
- 2