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Fast Markov Chain Monte Carlo for High-Dimensional Bayesian Regression Models With Shrinkage Priors

  • Published:2021-02-04 Issue:3 Volume:30 Page:632-646
  • ISSN:1061-8600
  • Container-title:Journal of Computational and Graphical Statistics
  • language:en
  • Short-container-title:Journal of Computational and Graphical Statistics

Author:

Jin Rui1,Tan Aixin1

Affiliation:

1. Department of Statistics and Actuarial Science, University of Iowa, Iowa City, IA

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Discrete Mathematics and Combinatorics,Statistics and Probability

Cited by 5 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Dimension-Free Mixing for High-Dimensional Bayesian Variable Selection;Journal of the Royal Statistical Society Series B: Statistical Methodology;2022-10-31

2. MCMC Convergence for Global-Local Shrinkage Priors;Journal of Quantitative Economics;2022-07-02

3. Bayesian Approach for Comparing Parameter Estimation of Regression Model for Outlier Data;2022 5th International Conference on Mathematics and Statistics;2022-06-17

4. Bayesian variable selection and estimation in quantile regression using a quantile-specific prior;Computational Statistics;2022-01-19

5. Bayesian analysis for single-server Markovian queues based on the No-U-Turn sampler;Communications in Statistics - Simulation and Computation;2022-01-10
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