Trace class Markov chains for the normal-gamma Bayesian shrinkage model

DOI10.1214/18-EJS1491zbMath1407.60098arXiv1804.05915OpenAlexW2963646841WikidataQ128507595 ScholiaQ128507595MaRDI QIDQ1711607

Kshitij Khare, Zeren Xing, Li-Yuan Zhang

Publication date: 18 January 2019

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.05915

zbMATH Keywords

Markov chain Monte Carlodata augmentationtrace class operatorsBayesian shrinakgenormal-gamma model

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)

Related Items (1)

Estimating the spectral gap of a trace-class Markov operator

Uses Software

• BGLR

Cites Work

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