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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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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