Fast sampling with Gaussian scale mixture priors in high-dimensional regression

Author:

Bhattacharya Anirban,Chakraborty Antik,Mallick Bani K.

Publisher

Oxford University Press (OUP)

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,General Agricultural and Biological Sciences,Agricultural and Biological Sciences (miscellaneous),General Mathematics,Statistics and Probability

Cited by 83 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. Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods;Studies in Nonlinear Dynamics & Econometrics;2023-11-02

2. Horseshoe prior Bayesian quantile regression;Journal of the Royal Statistical Society Series C: Applied Statistics;2023-11-02

3. A fast asynchronous Markov chain Monte Carlo sampler for sparse Bayesian inference;Journal of the Royal Statistical Society Series B: Statistical Methodology;2023-09-13

4. Bayesian fused lasso modeling via horseshoe prior;Japanese Journal of Statistics and Data Science;2023-08-21

5. Time-dependent shrinkage of time-varying parameter regression models;Econometric Reviews;2023-08-04

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