Geometric ergodicity of the Bayesian Lasso
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Publication:367204
DOI10.1214/13-EJS841zbMATH Open1349.60124OpenAlexW2104863866MaRDI QIDQ367204FDOQ367204
Kshitij Khare, James P. Hobert
Publication date: 26 September 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1378817879
Computational methods in Markov chains (60J22) Bayesian inference (62F15) Ridge regression; shrinkage estimators (Lasso) (62J07) Central limit and other weak theorems (60F05)
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Cited In (15)
- Geometric ergodicity of Gibbs samplers for the horseshoe and its regularized variants
- Convergence rates of two-component MCMC samplers
- Bayesian MIDAS penalized regressions: estimation, selection, and prediction
- Analyzing Markov chain Monte Carlo output
- Approximate Gibbs sampler for Bayesian Huberized lasso
- Asynchronous and Distributed Data Augmentation for Massive Data Settings
- Bayesian bridge regression
- Estimating accuracy of the MCMC variance estimator: asymptotic normality for batch means estimators
- Bayesian Approaches to Shrinkage and Sparse Estimation
- Complexity results for MCMC derived from quantitative bounds
- Geodesic Lagrangian Monte Carlo over the space of positive definite matrices: with application to Bayesian spectral density estimation
- Title not available (Why is that?)
- Geometric ergodicity for Bayesian shrinkage models
- Assessing and Visualizing Simultaneous Simulation Error
- Uncertainty Quantification for Modern High-Dimensional Regression via Scalable Bayesian Methods
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