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  "Description": "A Variational Bayesian algorithm for high-dimensional\nmulti-source heterogeneous linear models. More details have\nbeen written up in a paper submitted to the journal Statistics\nin Medicine, and the details of variational Bayesian methods\ncan be found in Ray and Szabo (2021)\n<doi:10.1080/01621459.2020.1847121>. It simultaneously performs\nparameter estimation and variable selection. The algorithm\nsupports two model settings: (1) local models, where variable\nselection is only applied to homogeneous coefficients, and (2)\nglobal models, where variable selection is also performed on\nheterogeneous coefficients. Two forms of Spike-and-Slab priors\nare available: the Laplace distribution and the Gaussian\ndistribution as the Slab component.",
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