19 citations · 28 across the 4 of their papers we have counts for
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stat.ME2026
Bayesian factorization via shrinkage
Shicheng Liu, Qingping Zhou, Yanan Fan +1
Factor models are widely used for dimension reduction. Bayesian approaches to these models often place a prior on the factor loadings that allows for infinitely many factors, with…
stat.ME2010★ 9 cited
Adaptive Optimal Scaling of Metropolis-Hastings Algorithms Using the Robbins-Monro Process
P. H. Garthwaite, Y. Fan, S. A. Sisson
We present an adaptive method for the automatic scaling of Random-Walk Metropolis-Hastings algorithms, which quickly and robustly identifies the scaling factor that yields a specif…