Trace Class Markov Chains for Bayesian Inference with Generalized Double Pareto Shrinkage Priors (Q5738830)
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scientific article; zbMATH DE number 6729627
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English | Trace Class Markov Chains for Bayesian Inference with Generalized Double Pareto Shrinkage Priors |
scientific article; zbMATH DE number 6729627 |
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Trace Class Markov Chains for Bayesian Inference with Generalized Double Pareto Shrinkage Priors (English)
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13 June 2017
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Bayesian shrinkage
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double Pareto prior
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geometric ergodicity
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sandwich algorithm
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trace class operator
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three-block Gibbs sampler
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