Fast Markov Chain Monte Carlo for High-Dimensional Bayesian Regression Models With Shrinkage Priors
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Publication:5066449
DOI10.1080/10618600.2020.1864383OpenAlexW3117628444MaRDI QIDQ5066449
Publication date: 29 March 2022
Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1903.06964
Gibbs samplertrace classgeometric ergodicityHamiltonian Monte CarloBayesian fused LassoBayesian group Lasso
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