mBIC

beta

<p>design matrix with the same order of the columns in <code>beta</code>.</p>

<p>Calculate the modified Bayesian information criterion for estimated model.</p>

We explore sparsity and homogeneity of regression coefficients incorporating prior constraint information. A general pairwise fusion approach is proposed to deal with the sparsity and homogeneity detection when combining prior convex constraints. We develop an modified alternating direction method of multipliers algorithm (ADMM) to obtain the estimators.

Yaguang Li

mBIC: Modified Bayesian Information Criterion

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