NPVS-Course

Welcome! In this course, we will build up "spike-and-slab" type priors from linear models, to generalized additive models (GAMs), to nonlinear nonadditive models.

Slides and code will be stored in this repository for you to follow along.

• R code for model selection with spike-and-slab priors is given in SpikeSlabExample.R.
• Slides for the linear/additive/non-BART models is given in HDbayesianModeling.pdf.
• Materials for replicating the results from the BART part of the course are in the folder BartMaterials/. The idea is to start from the file 01-Install.R and go in numerical order.
• Slides for the BART part of the course are in TreeVarSel.pdf.