Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: bamlss: A Lego Toolbox for Flexible Bayesian Regression (and Beyond)   Over the last decades, the challenges in applied regression and in predictive
modeling have been changing considerably: (1) More flexible model
specifications are needed as big(ger) data become available, facilitated by
more powerful computing infrastructure. (2) Full probabilistic modeling rather
than predicting just means or expectations is crucial in many applications. (3)
Interest in Bayesian inference has been increasing both as an appealing
framework for regularizing or penalizing model estimation as well as a natural
alternative to classical frequentist inference. However, while there has been a
lot of research in all three areas, also leading to associated software
packages, a modular software implementation that allows to easily combine all
three aspects has not yet been available. For filling this gap, the R package
bamlss is introduced for Bayesian additive models for location, scale, and
shape (and beyond). At the core of the package are algorithms for
highly-efficient Bayesian estimation and inference that can be applied to
generalized additive models (GAMs) or generalized additive models for location,
scale, and shape (GAMLSS), also known as distributional regression. However,
its building blocks are designed as "Lego bricks" encompassing various
distributions (exponential family, Cox, joint models, ...), regression terms
(linear, splines, random effects, tensor products, spatial fields, ...), and
estimators (MCMC, backfitting, gradient boosting, lasso, ...). It is
demonstrated how these can be easily recombined to make classical models more
flexible or create new custom models for specific modeling challenges.

36
The categories of this paper are: cmp-lg
2
The categories of this paper are: math
18
The categories of this paper are: econ
3
The categories of this paper are: physics
9
The categories of this paper are: nlin
12
The categories of this paper are: nucl-th
30
The categories of this paper are: q-alg
11
The categories of this paper are: hep-lat
25
The categories of this paper are: patt-sol
4
The categories of this paper are: cond-mat
31
The categories of this paper are: ao-sci
22
The categories of this paper are: chao-dyn
6
The categories of this paper are: astro-ph
5
The categories of this paper are: gr-qc
32
The categories of this paper are: atom-ph
37
The categories of this paper are: supr-con