These are the scripts regarding the horseshoe prior from:
"Hierarchical Bayesian Survival Analysis and Projective Covariate Selection in Cardiovascular Event Risk Prediction" by Peltola et al. (2014)
These are the scripts regarding the horseshoe prior from:
"Hierarchical Bayesian Survival Analysis and Projective Covariate Selection in Cardiovascular Event Risk Prediction" by Peltola et al. (2014)