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20192026
most citedRobust Bayesian Modeling of Counts with Zero inflation and Outliers: Theoretical Robustness and Efficient Computation

6 citations · 17 across the 16 of their papers we have counts for

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math.ST2026

Trace-Class Results for MCMC Algorithms for Student- Regression Models

Yasuyuki Hamura

In this paper, we consider MCMC algorithms for Student- regression models. In three cases, we investigate the efficiency of Markov chains based on the algorithms in terms of whe…

math.ST2025

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…

math.ST2024

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…

math.ST2023

A Simple Proof of Posterior Robustness

Yasuyuki Hamura

Conditions for Bayesian posterior robustness have been examined in recent literature. However, many of the proofs seem to be long and complicated. In this paper, we first summarize…