This includes codes for Alternating Direction Method of Multipliers (ADMM) on several interesting applications, such as Lq basis pursuit, logistic regression, etc.. It serves as a start point for t…

sindyr: Tools for Sparse Identification of Nonlinear Dynamics with R

R-package: Bayesian variable selection, model choice, and regularized estimation for (spatial) generalized additive mixed regression models via stochastic search variable selection with spike-and-s…

Bayesian linear regression using the horseshoe prior

Surrogate benchmarks for HPO problems

Sparse group-subgroup lasso for identification of important regressor groups, subgroups and individual variables

Automatically Extracting Partial Differential Equations from Data