title: ESS++: a C++ objected-oriented algorithm for Bayesian stochastic search model exploration.
abstract: CONCLUSIONS
  ESS++ is a C++ implementation of a fully Bayesian variable selection approach for single and multiple response linear regression. ESS++ works well both when the number of observations is larger than the number of predictors and in the 'large p, small n' case. In the current version, ESS++ can handle several hundred observations, thousands of predictors and a few responses simultaneously. The core engine of ESS++ for the selection of relevant predictors is based on Evolutionary Monte Carlo. Our implementation is open source, allowing community-based alterations and improvements.
  
  
  BACKGROUND
  C++ source code and documentation including compilation instructions are available under GNU licence at http://bgx.org.uk/software/ESS.html.
authors.affiliation: Department of Epidemiology and Biostatistics, Imperial College London, UK. l.bottolo@imperial.ac.uk
authors.forename: Leonardo
authors.initials: L
authors.lastname: Bottolo
authors.forename: Marc
authors.initials: M
authors.lastname: Chadeau-Hyam
authors.forename: David I
authors.initials: DI
authors.lastname: Hastie
authors.forename: Sarah R
authors.initials: SR
authors.lastname: Langley
authors.forename: Enrico
authors.initials: E
authors.lastname: Petretto
authors.forename: Laurence
authors.initials: L
authors.lastname: Tiret
authors.forename: David
authors.initials: D
authors.lastname: Tregouet
authors.forename: Sylvia
authors.initials: S
authors.lastname: Richardson
mesh_terms: D000465:Algorithms; D001499:Bayes Theorem; D005786:Gene Expression Regulation; D016014:Linear Models; D015233:Models, Statistical; D011381:Programming Languages; D012984:Software; D013269:Stochastic Processes