MCMC for Spike and Slab Survival Models

Giibs sampler for spike and slab survival models.

Installation

git clone https://github.com/mkomod/mcmc_ss_surv

Details

See report.

Summary

• Spike and slab consists of a Laplace slab and Dirac spike
• Sampling requires a Metropolis-Hastings sampler for beta

Example

Included is an example on simulated data, with 40% censored data. We ran our sampler for 10,000 iterations.