New member in SBGLM: sparse linear regression
Hi all! This blog is about the latest addition to my package SBGLM: a sparse linear regression.
SBGLM: Sparse Bayes Generalized Linear Models
Hey! I’ve just released a package on Github called SBGLM, which stands for Sparse Bayes Generalized Linear Models.
PhD Qualifying Course Reports: Term 1
It’s crazy how fast this first term went by! But I loved it.
BIDC: Bayesian Inference for Default Correlations
I just released a package on Github called BIDC, which stands for Bayesian Inference for Default Correlations.