gamselBayes: Bayesian Generalized Additive Model Selection
Generalized additive model selection via approximate Bayesian inference is provided. Bayesian mixed model-based penalized splines with spike-and-slab-type coefficient prior distributions are used to facilitate fitting and selection. The approximate Bayesian inference engine options are: (1) Markov chain Monte Carlo and (2) mean field variational Bayes. Markov chain Monte Carlo has better Bayesian inferential accuracy, but requires a longer run-time. Mean field variational Bayes is faster, but less accurate. The methodology is described in He and Wand (2023) <doi:10.48550/arXiv.2201.00412>.
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