9 citations · 15 across the 3 of their papers we have counts for
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stat.ME2012★ 5 cited
On Bayesian quantile regression curve fitting via auxiliary variables
J. -L. Dortet-Bernadet, Y. Fan
Quantile regression has received increased attention in the statistics community in recent years. This article adapts an auxiliary variable method, commonly used in Bayesian variab…
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…