Approximate Gibbs sampler for Bayesian Huberized lasso

DOI10.1080/00949655.2022.2096886MaRDI QIDQ5887964zbMATH OpenOpenAlexFDO

Authors Shintaro Hashimoto

Publication date 21 April 2023

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2204.00237

zbMATH Keywords

Gibbs samplerrobust regressionBayesian lassoHuber loss

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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Cited in

(1)

• Flexible Bayesian quantile regression based on the generalized asymmetric Huberised-type distribution

Describes a project that uses

Uses Software

• robustHD

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