This repository contains code for reproducing results from (Zhou et al., 2024).
To use it, follow these steps:
- Install Julia 1.8.2.
- Start Julia from where the project folder is located.
- Install required packages by typing
]
activate .
instantiate
add IJulia
- Start Jupyter notebook
using IJulia
notebook(dir = pwd())
If you use the code from this repository, please cite the following paper:
Zhou, X., Heng, Q., Chi, E. C., & Zhou, H. (2024). Proximal MCMC for Bayesian Inference of Constrained and Regularized Estimation. The American Statistician, 1–12. https://doi.org/10.1080/00031305.2024.2308821