Fast Markov Chain Monte Carlo for High-Dimensional Bayesian Regression Models With Shrinkage Priors (Q5066449)

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scientific article; zbMATH DE number 7499907
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Fast Markov Chain Monte Carlo for High-Dimensional Bayesian Regression Models With Shrinkage Priors
scientific article; zbMATH DE number 7499907

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    Fast Markov Chain Monte Carlo for High-Dimensional Bayesian Regression Models With Shrinkage Priors (English)
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    29 March 2022
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    Bayesian fused Lasso
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    Bayesian group Lasso
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    geometric ergodicity
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    Gibbs sampler
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    Hamiltonian Monte Carlo
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    trace class
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