MBSP swMATH ID: 25620 Software Authors: Bai, Ray; Ghosh, Malay Description: R package MBSP: Multivariate Bayesian Model with Shrinkage Priors. Implements a sparse Bayesian multivariate linear regression model using shrinkage priors from the three parameter beta normal family. The method is described in Bai and Ghosh (2018) <arXiv:1711.07635>. Homepage: https://cran.r-project.org/web/packages/MBSP/index.html Source Code: https://github.com/cran/MBSP Dependencies: R Keywords: heavy tail; high-dimensional data; posterior consistency; shrinkage estimation; sparsity; variable selection Related Software: HS_GHS; R2GUESS; glmnet; R Cited in: 2 Documents Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year High-dimensional multivariate posterior consistency under global-local shrinkage priors. Zbl 1403.62134Bai, Ray; Ghosh, Malay 2018 Cited by 3 Authors 2 Ghosh, Malay 1 Bai, Ray 1 Zhang, Ruoyang Cited in 1 Serial 2 Journal of Multivariate Analysis Cited in 2 Fields 2 Statistics (62-XX) 1 Probability theory and stochastic processes (60-XX) Citations by Year