Over the last few months, I've been working on extending spike-and-slab priors to survival models; allowing for high-dimensional Bayesian survival analysis.

I've put together an R package implementing a Gibbs sampler for spike-and-slab survival models. If you'd like to play around with these sorts of models the repository can be found here or can be installed directly using

devtools::install_github("mkomod/survival-ss")