9 papers
Trace-Class Results for MCMC Algorithms for Student-t Regression Models
Yasuyuki Hamura
In this paper, we consider MCMC algorithms for Student- regression models. We investigate the efficiency of Markov chains based on the algorithms in terms of whether trace-class…
Outlier-Robust Bayesian Multivariate Analysis with Correlation-Intact Sandwich Mixture
Yasuyuki Hamura, Kaoru Irie, Shonosuke Sugasawa
Handling outliers is a fundamental challenge in multivariate data analysis because outliers may distort the structures of correlation or conditional independence. Although robust B…
Robust Bayesian Inference for Censored Survival Models
Yasuyuki Hamura, Takahiro Onizuka, Shintaro Hashimoto +1
This paper proposes a robust Bayesian accelerated failure time model for censored survival data. We develop a new family of life-time distributions using a scale mixture of the gen…
Geometric Ergodicity of Gibbs Algorithms for a Normal Model With a Global-Local Shrinkage Prior
Yasuyuki Hamura
We consider Gibbs samplers for a normal linear regression model with a global-local shrinkage prior and show that they produce geometrically ergodic Markov chains. First, under the…
A Short Note on the Efficiency of Markov Chains for Bayesian Linear Regression Models with Heavy-Tailed Errors
Yasuyuki Hamura
In this short note, we consider posterior simulation for a linear regression model when the error distribution is given by a scale mixture of multivariate normals. We first show th…
An Approximate Identity Link Function for Bayesian Generalized Linear Models
Yasuyuki Hamura
In this note, we consider using a link function that has heavier tails than the usual exponential link function. We construct efficient Gibbs algorithms for Poisson and Multinomial…