Software
- Generalized inferential models for censored data.
Paper: "Generalized inferential models for censored data."
Downloadable file: gimcens.R
This is a preliminary version; a more user-friendly version is coming soon.
- Empirical Bayes prediction in sparse linear regression.
Paper: "Empirical priors for prediction in sparse
high-dimensional linear regression".
Downloadable file: ebpred.R
There is
now an R package available here (developed
by Yiqi Tang).
- Empirical Bayes inference on a monotone density.
Paper: "Empirical priors and posterior concentration
rates for a monotone density".
Downloadable file: ebmono.R
- Empirical Bayes inference in high-dimensional piecewise constant models.
Paper: "Asymptotically optimal
empirical Bayes inference in a piecewise constant sequence model".
Downloadable file: ebpiece.R
- Solving Fredholm equations of the first kind.
Paper: "On an algorithm for solving Fredholm equations of
the first kind".
Downloadable file: fredholm.R
- Post-selection performance of prediction intervals in regression.
Paper: "On prediction of future
insurance claims when the model is uncertain".
Downloadable file: pred.R
- Recursive Bayesian nonparametric predictive distribution.
Paper: "Real-time Bayesian nonparametric
prediction of solvency risk".
Downloadable files: dpmrec.R, dpmrec.Rd
- Empirical Bayes variable selection and inference in a sparse linear regression model.
Paper: "Empirical
Bayes posterior concentration in sparse high-dimensional linear models".
Downloadable file: ebreg.R
- Empirical Bayes estimation of a sparse normal mean vector.
Paper: "Asymptotically minimax empirical Bayes
estimation of a sparse normal mean"
Downloadable file: ebsparse.R
- Dirichlet process mixture of log-normal distributions.
Paper: "A flexible Bayesian nonparametric model
for predicting future insurance claims"
Downloadable file: dpmslice.R
- Gamma distribution with small shape parameter.
Paper: "Simulating from gamma distribution with small shape
parameter"
Downloadable file: rgamss.R
- Inferential models—heritability coefficient in mixed effect models.
Paper: "Exact prior-free
probabilistic inference on the heritability coefficient in a linear mixed model" .
Downloadable files: imvch.R, assay.Rd
- Inferential models—prediction.
Paper: "Prior-free probabilistic inference of future observations"
Downloadable file: impred.R
- Inferential models—Poisson distribution.
Paper: "Optimal inferential models for a Poisson mean"
Downloadable file: impois.R
- Inferential models—the basics.
Paper: "Inferential models: A framework for prior-free posterior
probabilistic inference"
Downloadable file: imbasics.R
- Robust regression via a hybrid predictive recursion-EM algorithm
Paper: "Robust regression via predictive
recursion maximum likelihood"
Downloadable file: prreg.R
- Predictive recursion and predictive recursion marginal likelihood.
Downloadable files: pr.R, pr.c
Contains R and R+C versions of predictive
recursion (PR).
Instructions provided in the .R file.
PR marginal likelihood can be defined easily using output of PR.
- Stochastic approximation–simulated annealing (SASA) method for finite mixtures.
Paper: "An
approximate Bayesian marginal likelihood approach for estimating finite mixtures".
Downloadable files: sasa.R, sasa.c, galaxy.txt
Instructions in the .R file.
Examples with galaxy data: in R, type:
source("sasa.R")
gal.loc.mix <- galaxy.known()
gal.locscale.mix <-
galaxy.lsmix()