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  "Title": "Exact Bayesian Model Selection Methods for the Sparse Normal\nSequence Model",
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  "Description": "Contains fast functions to calculate the exact Bayes\nposterior for the Sparse Normal Sequence Model, implementing\nthe algorithms described in Van Erven and Szabo (2021,\n<doi:10.1214/20-BA1227>). For general hierarchical priors,\nsample sizes up to 10,000 are feasible within half an hour on a\nstandard laptop. For beta-binomial spike-and-slab priors, a\nfaster algorithm is provided, which can handle sample sizes of\n100,000 in half an hour. In the implementation, special care\nhas been taken to assure numerical stability of the methods\neven for such large sample sizes.",
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    "fast_spike_slab_beta",
    "general_sequence_model",
    "SSS_discrete_spike_slab",
    "SSS_discretize_Lambda",
    "SSS_discretize_Lambda_beta",
    "SSS_hierarchical_prior",
    "SSS_hierarchical_prior_binomial",
    "SSS_log_phi_psi_Cauchy",
    "SSS_log_phi_psi_Laplace",
    "SSS_make_beta_grid",
    "SSS_postmean_Cauchy",
    "SSS_postmean_Laplace"
  ],
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    {
      "page": "fast_spike_slab_beta",
      "title": "Compute marginal posterior estimates for beta-spike-and-slab prior",
      "topics": [
        "fast_spike_slab_beta"
      ]
    },
    {
      "page": "general_sequence_model",
      "title": "Compute marginal posterior estimates",
      "topics": [
        "general_sequence_model"
      ]
    },
    {
      "page": "SSS_discrete_spike_slab",
      "title": "Compute marginal posterior probabilities (slab probabilities) that data points have non-zero mean for the discretized spike-and-slab prior.",
      "topics": [
        "SSS_discrete_spike_slab"
      ]
    },
    {
      "page": "SSS_discretize_Lambda",
      "title": "Given a prior 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'. NB Lambda needs to satisfy a technical condition from the paper that guarantees its density does not vary too rapidly. For Lambda=Beta(kappa,lambda) use 'SSS_discretize_Lambda_beta' instead.",
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        "SSS_discretize_Lambda"
      ]
    },
    {
      "page": "SSS_discretize_Lambda_beta",
      "title": "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.",
      "topics": [
        "SSS_discretize_Lambda_beta"
      ]
    },
    {
      "page": "SSS_hierarchical_prior",
      "title": "Compute marginal posterior probabilities (slab probabilities) that data points have non-zero mean for the hierarchical prior.",
      "topics": [
        "SSS_hierarchical_prior"
      ]
    },
    {
      "page": "SSS_hierarchical_prior_binomial",
      "title": "Compute marginal posterior probabilities (slab probabilities) that data points have non-zero mean using the general hierarchical prior algorithm, but specialized to the Beta[kappa,lambda]-binomial prior. This function is equivalent to calling 'SSS_hierarchical_prior' with logprior = lbeta(kappa+(0:n),lambda+n-(0:n)) - lbeta(kappa,lambda) + lchoose(n,0:n), but more convenient when using the Beta[kappa,lambda]-binomial prior and with a minor interior optimization that avoids calculating the choose explicitly.",
      "topics": [
        "SSS_hierarchical_prior_binomial"
      ]
    },
    {
      "page": "SSS_log_phi_psi_Cauchy",
      "title": "Calculate log of phi and psi marginal densities for Cauchy(gamma) slab",
      "topics": [
        "SSS_log_phi_psi_Cauchy"
      ]
    },
    {
      "page": "SSS_log_phi_psi_Laplace",
      "title": "Calculate log of phi and psi marginal densities for Laplace(lambda) slab",
      "topics": [
        "SSS_log_phi_psi_Laplace"
      ]
    },
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      "page": "SSS_make_beta_grid",
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      "topics": [
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      ]
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      ]
    },
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      "title": "SequenceSpikeSlab-vignette",
      "author": "Tim van Erven, Steven de Rooij, Botond Szabo",
      "engine": "knitr::rmarkdown",
      "headings": [
        "Introduction",
        "The Sparse Normal Sequence Model",
        "The Bayesian Prior",
        "Spike-and-Slab Priors",
        "Package Functionality",
        "Main Methods",
        "general_sequence_model",
        "fast_spike_slab_beta",
        "Advanced Usage",
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      "created": "2019-12-13 13:20:12",
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