A note on simulation methods for the Dirichlet-Laplace prior

Luis Gruber, Gregor Kastner, Anirban Bhattacharya +3

Bhattacharya et al. (2015, Journal of the American Statistical Association 110(512): 1479-1490) introduce a novel prior, the Dirichlet-Laplace (DL) prior, and propose a Markov chai…