Trace-class Monte Carlo Markov chains for Bayesian multivariate linear regression with non-Gaussian errors (Q1750005)

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Trace-class Monte Carlo Markov chains for Bayesian multivariate linear regression with non-Gaussian errors
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    Trace-class Monte Carlo Markov chains for Bayesian multivariate linear regression with non-Gaussian errors (English)
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    17 May 2018
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    compact operator
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    data augmentation algorithm
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    Haar PX-DA algorithm
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    heavy-tailed distribution
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    scale mixture
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    Markov operator
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    trace-class operator
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