r-cran-BPHO 1.3-0

Longhai Li — Sat, 01 Dec 2012 00:00:03 -0000

Bayesian Prediction with High-order Interactions: This software can be used in two situations. The first is to predict the next outcome based on the previous states of a discrete sequence. The second is to classify a discrete response based on a number of discreate covariates. In both situations, we use Bayesian logistic regression models that consider the high-order interactions. The models are trained with slice sampling method, a variant of Markov chain Monte Carlo. The time arising from using high-order interactions is reduced greatly by our compression technique that represents a group of original parameters as a single one in MCMC step.

mloss.org r-cran-BPHO

r-cran-BPHO 1.3-0