A computational framework for empirical Bayes inference

DOI10.1007/s11222-010-9182-3zbMath1221.62014MaRDI QIDQ637982

Yves F. Atchadé

Publication date: 8 September 2011

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-010-9182-3

zbMATH Keywords

adaptive MCMC; variable selection; Bayesian LASSO

Mathematics Subject Classification ID

65C05: Monte Carlo methods

65C40: Numerical analysis or methods applied to Markov chains

62C12: Empirical decision procedures; empirical Bayes procedures

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