3 citations · 3 across the 1 of their papers we have counts for
2 papers
math.ST2018
A Hybrid Scan Gibbs Sampler for Bayesian Models with Latent Variables
Grant Backlund, James P. Hobert, Yeun Ji Jung +1
Gibbs sampling is a widely popular Markov chain Monte Carlo algorithm that can be used to analyze intractable posterior distributions associated with Bayesian hierarchical models.…
math.ST2015★ 3 cited
Convergence Analysis of the Data Augmentation Algorithm for Bayesian Linear Regression with Non-Gaussian Errors
James P. Hobert, Yeun Ji Jung, Kshitij Khare +1
Gaussian errors are sometimes inappropriate in a multivariate linear regression setting because, for example, the data contain outliers. In such situations, it is often assumed tha…