Prior-Preconditioned Conjugate Gradient Method for Accelerated Gibbs Sampling in “Large n , Large p ” Bayesian Sparse Regression

DOI10.1080/01621459.2022.2057859arXiv1810.12437MaRDI QIDQ6144762

Marc A. Suchard, Akihiko Nishimura

Publication date: 8 January 2024

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.12437

zbMATH Keywords

Markov chain Monte Carlosparse matrixnumerical linear algebravariable selectionconjugate gradientbig data

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Shrinkage with shrunken shoulders: Gibbs sampling shrinkage model posteriors with guaranteed convergence rates

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