Spike-and-Slab Group Lasso for Group-Regularized Generalized
Linear Models
Description
Fits group-regularized generalized linear models (GLMs) using the spike-and-slab group lasso (SSGL) prior of Bai et al. (2022) and extended to GLMs by Bai (2023) . This package supports fitting the SSGL model for the following GLMs with group sparsity: Gaussian linear regression, binary logistic regression, and Poisson regression.