Analysis of MCMC algorithms for Bayesian linear regression with Laplace errors (Q391581)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Analysis of MCMC algorithms for Bayesian linear regression with Laplace errors |
scientific article |
Statements
Analysis of MCMC algorithms for Bayesian linear regression with Laplace errors (English)
0 references
10 January 2014
0 references
asymmetric Laplace distribution
0 references
data augmentation algorithm
0 references
eigenvalues
0 references
geometric convergence rate
0 references
Markov chains
0 references
Markov operators
0 references
Monte Carlo
0 references
sandwich algorithm
0 references
trace-class operator
0 references
0 references
0 references
0 references
0 references
0 references