Bayesian sparse regression in Rust on candle.
sgvb: stochastic-gradient variational Bayes with the local reparameterization trick: SuSiE, multilevel SuSiE, bi-SuSiE, spike-and-slab and Gaussian variational families; Gaussian, Poisson, negative binomial, RSS, von Mises-Fisher and weighted likelihoods; CAVI SuSiE.mcmc: an elliptical-slice MCMC engine (single and batched chains, diagnostics) and sparse regression on it.
Matrix utilities come from legume-numeric.