Geometric ergodicity of Gibbs samplers for the horseshoe and its regularized variants (Q2136599)
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scientific article; zbMATH DE number 7524923
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| English | Geometric ergodicity of Gibbs samplers for the horseshoe and its regularized variants |
scientific article; zbMATH DE number 7524923 |
Statements
Geometric ergodicity of Gibbs samplers for the horseshoe and its regularized variants (English)
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11 May 2022
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Markov chain Monte Carlo
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geometric ergodicity
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high-dimensional linear regression
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horseshoe prior
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0.8634443879127502
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0.8028634786605835
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0.7731489539146423
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0.7730872631072998
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