269 citations · 335 across the 12 of their papers we have counts for
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stat.CO2018★ 11 cited
An efficient algorithm for sampling from for generating random correlation matrices
Enes Makalic, Daniel F. Schmidt
In this note, we develop a novel algorithm for generating random numbers from a distribution with a probability density function proportional to , and $k \…
stat.CO2016★ 34 cited
High-Dimensional Bayesian Regularised Regression with the BayesReg Package
Enes Makalic, Daniel F. Schmidt
Bayesian penalized regression techniques, such as the Bayesian lasso and the Bayesian horseshoe estimator, have recently received a significant amount of attention in the statistic…
stat.CO2015★ 269 cited
A simple sampler for the horseshoe estimator
Enes Makalic, Daniel F. Schmidt
In this note we derive a simple Bayesian sampler for linear regression with the horseshoe hierarchy. A new interpretation of the horseshoe model is presented, and extensions to log…