Fast Monte Carlo Markov chains for Bayesian shrinkage models with random effects
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Publication:1755112
DOI10.1016/j.jmva.2018.08.014zbMath1432.62050arXiv1711.06808OpenAlexW2963347209MaRDI QIDQ1755112
James P. Hobert, Tavis Abrahamsen
Publication date: 4 January 2019
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1711.06808
Markov chain Monte Carlogeometric ergodicityhigh-dimensional inferencegeometric drift conditionBayesian shrinkage prior
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