A Two-step Metropolis Hastings Method for Bayesian Empirical Likelihood Computation with Application to Quantile Regression and Bayesian Model Selection

Sanjay Chaudhuri, Teng Yin, Snehashis Chakraborty +1

Empirical likelihood-based methods have been used under the Bayesian framework (BayesEL) in recent times. For statistical inference, these methods require efficient Markov chain Mo…