SSS_discretize_Lambda_beta

Given prior Lambda=Beta(kappa,lambda) on the alpha-parameter in the
spike-and-slab model, make a discretized version of Lambda that is only
supported on a grid of approximately m * sqrt(n) discrete values of alpha.
This discretized version of Lambda is required as input for
SSS_discrete_spike_slab.

Contains fast functions to calculate the exact Bayes posterior
for the Sparse Normal Sequence Model, implementing the algorithms
described in Van Erven and Szabo (2021,
<doi:10.1214/20-BA1227>). For general hierarchical
priors, sample sizes up to 10,000 are feasible within half an hour
on a standard laptop. For beta-binomial spike-and-slab priors, a
faster algorithm is provided, which can handle sample sizes of
100,000 in half an hour. In the implementation, special care has
been taken to assure numerical stability of the methods even for
such large sample sizes.

Tim van Erven

SequenceSpikeSlab

Exact Bayesian Model Selection Methods for the Sparse Normal
Sequence Model

Steven de Rooij

Botond Szabo

SSS_discretize_Lambda_beta function

<dl><dt>m</dt>
<dd>A multiplier for the number of discretization points</dd>
<dt>n</dt>
<dd>The sample size</dd>
<dt>kappa</dt>
<dd>Parameter of the prior. Needs to be at least 0.5.</dd>
<dt>lambda</dt>
<dd>Parameter of the prior. Needs to be at least 0.5.</dd></dl>

Arguments

Given prior Lambda=Beta(kappa,lambda) on the alpha-parameter in the
spike-and-slab model, make a discretized version of Lambda that is only
supported on a grid of approximately m * sqrt(n) discrete values of alpha.
This discretized version of Lambda is required as input for
SSS_discrete_spike_slab. — SSS_discretize_Lambda_beta

<dl>

<dt>m</dt>
<dd>A multiplier for the number of discretization points</dd>


<dt>n</dt>
<dd>The sample size</dd>


<dt>kappa</dt>
<dd>Parameter of the prior. Needs to be at least 0.5.</dd>


<dt>lambda</dt>
<dd>Parameter of the prior. Needs to be at least 0.5.</dd>

</dl>

Given prior Lambda=Beta(kappa,lambda) on the alpha-parameter in the
spike-and-slab model, make a discretized version of Lambda that is only
supported on a grid of approximately m * sqrt(n) discrete values of alpha.
This discretized version of Lambda is required as input for
SSS_discrete_spike_slab.

Description

Usage

Value

Arguments