Analysis of MCMC algorithms for Bayesian linear regression with Laplace errors

DOI10.1016/j.jmva.2013.02.004zbMath1281.62065OpenAlexW2131012367MaRDI QIDQ391581

James P. Hobert, Hee Min Choi

Publication date: 10 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.02.004

zbMATH Keywords

Markov chainsMonte Carlotrace-class operatoreigenvaluessandwich algorithmMarkov operatorsasymmetric Laplace distributiondata augmentation algorithmgeometric convergence rate

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Numerical analysis or methods applied to Markov chains (65C40)

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