Prior-Preconditioned Conjugate Gradient Method for Accelerated Gibbs Sampling in “Large <i>n</i> , Large <i>p</i> ” Bayesian Sparse Regression (Q6144762)
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scientific article; zbMATH DE number 7784922
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prior-Preconditioned Conjugate Gradient Method for Accelerated Gibbs Sampling in “Large <i>n</i> , Large <i>p</i> ” Bayesian Sparse Regression |
scientific article; zbMATH DE number 7784922 |
Statements
Prior-Preconditioned Conjugate Gradient Method for Accelerated Gibbs Sampling in “Large <i>n</i> , Large <i>p</i> ” Bayesian Sparse Regression (English)
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8 January 2024
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big data
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conjugate gradient
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Markov chain Monte Carlo
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numerical linear algebra
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sparse matrix
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variable selection
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