Approximate Gibbs sampler for Bayesian Huberized lasso

DOI10.1080/00949655.2022.2096886OpenAlexW4226402683MaRDI QIDQ5887964

Shintaro Hashimoto, Unnamed Author

Publication date: 21 April 2023

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2204.00237

zbMATH Keywords

Gibbs samplerrobust regressionBayesian lassoHuber loss

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• robustHD

Cites Work

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