Analysis of MCMC algorithms for Bayesian linear regression with Laplace errors (Q391581)

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scientific article; zbMATH DE number 6244315
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Analysis of MCMC algorithms for Bayesian linear regression with Laplace errors
scientific article; zbMATH DE number 6244315

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    Analysis of MCMC algorithms for Bayesian linear regression with Laplace errors (English)
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    10 January 2014
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    asymmetric Laplace distribution
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    data augmentation algorithm
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    eigenvalues
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    geometric convergence rate
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    Markov chains
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    Markov operators
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    Monte Carlo
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    sandwich algorithm
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    trace-class operator
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