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

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

9 December 2020

A. Bhattacharya

Pierre E. Jacob

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

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Title
Linear-cost unbiased posterior estimates for crossed effects and matrix factorization models via couplings Paolo Maria Ceriani Giacomo Zanella 32 1 0 11 Oct 2024
Debiasing Piecewise Deterministic Markov Process samplers using couplings Adrien Corenflos Matthew Sutton Nicolas Chopin 54 1 0 27 Jun 2023
Informative co-data learning for high-dimensional Horseshoe regression Claudio Busatto M. V. D. Wiel 122 2 0 10 Mar 2023
Solving the Poisson equation using coupled Markov chains Randal Douc Pierre E. Jacob Anthony Lee Dootika Vats 115 10 0 12 Jun 2022
Unbiased Multilevel Monte Carlo methods for intractable distributions: MLMC meets MCMC Guanyang Wang T. Wang 89 15 0 11 Apr 2022
Scalable Spike-and-Slab N. Biswas Lester W. Mackey Xiao-Li Meng GP 94 12 0 04 Apr 2022
Bounding Wasserstein distance with couplings N. Biswas Lester W. Mackey 78 8 0 06 Dec 2021