Variable Selection with Knockoffs

Julia and Python code for simulating and analysing a push-pull mathematical model of hexose transporter (HXT) gene regulation by extracellular glucose in budding yeast. Includes model selection and global sensitivity analysis functionalities based on the Montaño-Gutierrez et al. study.

A sample-length-scaling logarithmic information criterion (SLIC) for model selection in data-driven model discovery algorithms.

Bayesian Model Averaging in instrumental variable models.

A sampling-based implementation of the Bayesian model-selection method of Stephan et al. (2009) in NeuroImage.

Approximate Bayesian Computation (ABC) with differential evolution (de) moves and model evidence (Z) estimates.

Iterative hard thresholding for l0 penalized regression

Elastic-net VARMA: hyperparameter optimisation, estimation and forecasting