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norm.csv contains parameters of generated data and errors of theta estimates using various methods
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MH.py contains the implementation for the Metropolis Approximation of the Exponential Screening (ES) estimator
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RigTy2010_Exp.py contains the Python code for the experiments comparing different estimators against the ES estimator
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RigTy2010_paper.pdf is the paper the project is based on
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Project_Writeup.docx is the write up of the experiments
bpark738/Exponential_Screening
Implementation of the Metropolis Hastings Approximation for the Exponential Screening Estimator for High Dimensional Regression