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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
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