Geometric ergodicity for Bayesian shrinkage models
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Publication:2452109
Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Bayesian inference (62F15) Ridge regression; shrinkage estimators (Lasso) (62J07) Discrete-time Markov processes on general state spaces (60J05) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)
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Cites work
- scientific article; zbMATH DE number 3146173 (Why is no real title available?)
- scientific article; zbMATH DE number 819734 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 3273551 (Why is no real title available?)
- 10.1162/15324430152748236
- A new proof of convergence of MCMC via the ergodic theorem
- Analysis of MCMC algorithms for Bayesian linear regression with Laplace errors
- Analysis.
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- Bounds for modified Bessel functions
- Bounds for ratios of modified Bessel functions and associated Turán-type inequalities
- Convergence analysis of the Gibbs sampler for Bayesian general linear mixed models with improper priors
- Convergence control methods for Markov chain Monte Carlo algorithms
- Convergence of Slice Sampler Markov Chains
- Geometric Ergodicity of van Dyk and Meng's Algorithm for the Multivariate Student'stModel
- Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
- Geometric ergodicity of Gibbs and block Gibbs samplers for a hierarchical random effects model
- Geometric ergodicity of Metropolis algorithms
- Geometric ergodicity of the Bayesian Lasso
- Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression
- Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
- Inference with normal-gamma prior distributions in regression problems
- Markov Chains and Stochastic Stability
- Markov chains for exploring posterior distributions. (With discussion)
- Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
- Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences
- On convergence rates of Gibbs samplers for uniform distributions
- On the geometric ergodicity of two-variable Gibbs samplers
- Rates of convergence of the Hastings and Metropolis algorithms
- Regeneration in Markov Chain Samplers
- Some inequalities for modified Bessel functions
- Sufficient burn-in for Gibbs samplers for a hierarchical random effects model.
- The Bayesian Lasso
- The horseshoe estimator for sparse signals
- Turán type inequalities for hypergeometric functions
Cited in
(17)- Spectral properties of MCMC algorithms for Bayesian linear regression with generalized hyperbolic errors
- Fast Monte Carlo Markov chains for Bayesian shrinkage models with random effects
- Discussion
- Prior-Preconditioned Conjugate Gradient Method for Accelerated Gibbs Sampling in “Large n , Large p ” Bayesian Sparse Regression
- Bayesian bridge regression
- Geometric ergodicity of Gibbs samplers in Bayesian penalized regression models
- Uncertainty Quantification for Modern High-Dimensional Regression via Scalable Bayesian Methods
- Geometric ergodicity of Gibbs samplers for the horseshoe and its regularized variants
- Geometric ergodicity of the Bayesian Lasso
- A new type of sharp bounds for ratios of modified Bessel functions
- Bayesian estimation of subset threshold autoregressions: short-term forecasting of traffic occupancy
- Trace class Markov chains for the normal-gamma Bayesian shrinkage model
- A geometrical explanation of Stein shrinkage
- Scalable approximate MCMC algorithms for the horseshoe prior
- Bayesian Approaches to Shrinkage and Sparse Estimation
- Trace class Markov chains for Bayesian inference with generalized double Pareto shrinkage priors
- Shrinkage with shrunken shoulders: Gibbs sampling shrinkage model posteriors with guaranteed convergence rates
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