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Journal of Computational and Graphical Statistics Volume 30, 2021 - Issue 3
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Algorithms, Sampling, and Simulation

Fast Markov Chain Monte Carlo for High-Dimensional Bayesian Regression Models With Shrinkage Priors

Rui JinDepartment of Statistics and Actuarial Science, University of Iowa, Iowa City, IACorrespondence[email protected]
&
Aixin TanDepartment of Statistics and Actuarial Science, University of Iowa, Iowa City, IA
Pages 632-646 | Received 18 Mar 2019, Accepted 21 Nov 2020, Published online: 04 Feb 2021

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Eman Ahmed Alawamy, Yuanyuan Liu & Yiqiang Q. Zhao. (2022) Bayesian analysis for single-server Markovian queues based on the No-U-Turn sampler. Communications in Statistics - Simulation and Computation 0:0, pages 1-13.
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Articles from other publishers (3)

Quan Zhou, Jun Yang, Dootika Vats, Gareth O. Roberts & Jeffrey S. Rosenthal. (2022) Dimension-Free Mixing for High-Dimensional Bayesian Variable Selection. Journal of the Royal Statistical Society Series B: Statistical Methodology 84:5, pages 1751-1784.
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Kshitij Khare & Malay Ghosh. (2022) MCMC Convergence for Global-Local Shrinkage Priors. Journal of Quantitative Economics 20:S1, pages 211-234.
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Mai Dao, Min Wang, Souparno Ghosh & Keying Ye. (2022) Bayesian variable selection and estimation in quantile regression using a quantile-specific prior. Computational Statistics 37:3, pages 1339-1368.
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