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

We consider Markov chain Monte Carlo (MCMC) algorithms for Bayesian high-dimensional regression with continuous shrinkage priors. A common challenge with these algorithms is the choice of the number of iterations to perform. This is critical when each iteration is expensive, as is the case when deal...

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Bibliographische Detailangaben

Hauptverfasser:	Biswas, Niloy, Bhattacharya, Anirban, Jacob, Pierre E, Johndrow, James E
Format:	Artikel
Sprache:	eng
Schlagworte:	Statistics - Computation Statistics - Methodology
Online-Zugang:	Volltext bestellen
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