We propose an extension of the differential-geometric least angle regression method to perform sparse group inference in a generalized linear model. An efficient algorithm is proposed to compute the ...

This is a preview. Log in through your library . Abstract Generalized linear models are popular for modelling a large variety of data. We consider variable selection through penalized methods by ...

This research evaluates the effect of monetary policy rate and exchange rate on inflation across continents using both Frequentist and Bayesian Generalized Additive Mixed Models (GAMMs). Extending an ...