Scalable Approximate MCMC Algorithms for the Horseshoe Prior
James E. Johndrow, Paulo Orenstein, Anirban Bhattacharya
2020Journal of Machine Learning Research40 citations
Topics & Concepts
Computer scienceMarkov chain Monte CarloScalabilityAlgorithmHorseshoe (symbol)Artificial intelligenceMathematical optimizationMathematicsBayesian probabilityDatabaseProgramming languageMarkov Chains and Monte Carlo MethodsMachine Learning and AlgorithmsAdvanced Memory and Neural Computing