Coupling-based convergence assessment of some Gibbs samplers for high-dimensional Bayesian regression with shrinkage priors

DOI10.1111/rssb.12495MaRDI QIDQ6600847

Pierre E. Jacob, Anirban Bhattacharya, Niloy Biswas, James E. Johndrow

Publication date: 10 September 2024

Published in: Journal of the Royal Statistical Society. Series B. Statistical Methodology (Search for Journal in Brave)

zbMATH Keywords

parallel computationBayesian inferenceGibbs samplingcouplingsHorseshoe prior

Mathematics Subject Classification ID

Statistics (62-XX)

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