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20142026
most citedOscillation of adaptative Metropolis-Hasting and simulated annealing algorithms around penalized least squares estimator

2 citations · 2 across the 5 of their papers we have counts for

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math.ST2015

MCMC convergence diagnosis using geometry of Bayesian LASSO

Azzouz Dermoune, Daoud Ounaissi, Nadji Rahmania

Using posterior distribution of Bayesian LASSO we construct a semi-norm on the parameter space. We show that the partition function depends on the ratio of the l1 and l2 norms and…