Trace Class Markov Chains for Bayesian Inference with Generalized Double Pareto Shrinkage Priors

DOI10.1111/sjos.12254zbMath1422.62243OpenAlexW2552013713MaRDI QIDQ5738830

James P. Hobert, Kshitij Khare, Subahdip Pal

Publication date: 13 June 2017

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

Full work available at URL: https://doi.org/10.1111/sjos.12254

zbMATH Keywords

sandwich algorithmgeometric ergodicitytrace class operatorBayesian shrinkagedouble Pareto priorthree-block Gibbs sampler

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Sampling theory, sample surveys (62D05)

Related Items

Geometric ergodicity of Gibbs samplers for the horseshoe and its regularized variants, Fast Markov Chain Monte Carlo for High-Dimensional Bayesian Regression Models With Shrinkage Priors, Bayesian Approaches to Shrinkage and Sparse Estimation, Trace class Markov chains for the normal-gamma Bayesian shrinkage model, Estimating the spectral gap of a trace-class Markov operator, Uncertainty Quantification for Modern High-Dimensional Regression via Scalable Bayesian Methods, Consistent estimation of the spectrum of trace class data augmentation algorithms

Uses Software

• BGLR

Cites Work

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