Guardado en:
| Autor principal: | Hamura, Yasuyuki |
|---|---|
| Formato: | Preprint |
| Publicado: |
2025
|
| Materias: | |
| Acceso en línea: | https://arxiv.org/abs/2503.00538 |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
A Short Note on the Efficiency of Markov Chains for Bayesian Linear Regression Models with Heavy-Tailed Errors
por: Hamura, Yasuyuki
Publicado: (2024)
por: Hamura, Yasuyuki
Publicado: (2024)
Posterior Robustness with Milder Conditions: Contamination Models Revisited
por: Hamura, Yasuyuki, et al.
Publicado: (2023)
por: Hamura, Yasuyuki, et al.
Publicado: (2023)
Locally Adaptive Bayesian Isotonic Regression using Half Shrinkage Priors
por: Okano, Ryo, et al.
Publicado: (2022)
por: Okano, Ryo, et al.
Publicado: (2022)
Uniform Ergodicity of Parallel Tempering With Efficient Local Exploration
por: Surjanovic, Nikola, et al.
Publicado: (2024)
por: Surjanovic, Nikola, et al.
Publicado: (2024)
Dependency-Aware Shrinkage Priors for High Dimensional Regression
por: Aguilar, Javier Enrique, et al.
Publicado: (2025)
por: Aguilar, Javier Enrique, et al.
Publicado: (2025)
A Shrinkage Likelihood Ratio Test for High-Dimensional Subgroup Analysis with a Logistic-Normal Mixture Model
por: Takeishi, Shota
Publicado: (2023)
por: Takeishi, Shota
Publicado: (2023)
Sharp Asymptotic Minimaxity for Multiple Testing Using One-Group Shrinkage Priors
por: Paul, Sayantan, et al.
Publicado: (2025)
por: Paul, Sayantan, et al.
Publicado: (2025)
Ergodicity of an Adaptive MCMC Sampler under a Probability Bound
por: Chotard, Alexandre
Publicado: (2026)
por: Chotard, Alexandre
Publicado: (2026)
Estimating the Mixing Coefficients of Geometrically Ergodic Markov Processes
por: Grünewälder, Steffen, et al.
Publicado: (2024)
por: Grünewälder, Steffen, et al.
Publicado: (2024)
Exact Sampling of Gibbs Measures with Estimated Losses
por: Frazier, David T., et al.
Publicado: (2024)
por: Frazier, David T., et al.
Publicado: (2024)
Calibration of conditional composite likelihood for Bayesian inference on Gibbs random fields
por: Stoehr, Julien, et al.
Publicado: (2015)
por: Stoehr, Julien, et al.
Publicado: (2015)
Geometric ergodicity of Gibbs samplers for linear latent models with GIG variance mixtures
por: Awadelkarim, Elsiddig, et al.
Publicado: (2026)
por: Awadelkarim, Elsiddig, et al.
Publicado: (2026)
Shrinkage Methods for Treatment Choice
por: Ishihara, Takuya, et al.
Publicado: (2022)
por: Ishihara, Takuya, et al.
Publicado: (2022)
A Scalable Formula for the Moments of a Family of Self-Normalized Statistics
por: Zou, Haolin, et al.
Publicado: (2025)
por: Zou, Haolin, et al.
Publicado: (2025)
Horseshoe Priors and MDP
por: Polson, Nick, et al.
Publicado: (2026)
por: Polson, Nick, et al.
Publicado: (2026)
System Reliability Estimation via Shrinkage
por: Qiang, Beidi, et al.
Publicado: (2025)
por: Qiang, Beidi, et al.
Publicado: (2025)
Entropy contraction of the Gibbs sampler under log-concavity
por: Ascolani, Filippo, et al.
Publicado: (2024)
por: Ascolani, Filippo, et al.
Publicado: (2024)
GIST: Gibbs self-tuning for locally adaptive Hamiltonian Monte Carlo
por: Bou-Rabee, Nawaf, et al.
Publicado: (2024)
por: Bou-Rabee, Nawaf, et al.
Publicado: (2024)
Scalability of Metropolis-within-Gibbs schemes for high-dimensional Bayesian models
por: Ascolani, Filippo, et al.
Publicado: (2024)
por: Ascolani, Filippo, et al.
Publicado: (2024)
An Approximate Identity Link Function for Bayesian Generalized Linear Models
por: Hamura, Yasuyuki
Publicado: (2024)
por: Hamura, Yasuyuki
Publicado: (2024)
Adaptive Experimental Design Using Shrinkage Estimators
por: Rosenman, Evan T. R., et al.
Publicado: (2026)
por: Rosenman, Evan T. R., et al.
Publicado: (2026)
Local Asymptotic Normality for Multi-Armed Bandits
por: Akker, Ramon van den, et al.
Publicado: (2025)
por: Akker, Ramon van den, et al.
Publicado: (2025)
Modeling Dynamic Correlation Matrices with Shrinkage Priors
por: Coulson, Daniel Andrew, et al.
Publicado: (2026)
por: Coulson, Daniel Andrew, et al.
Publicado: (2026)
Two-Step Mixed-Type Multivariate Bayesian Sparse Variable Selection with Shrinkage Priors
por: Wang, Shao-Hsuan, et al.
Publicado: (2022)
por: Wang, Shao-Hsuan, et al.
Publicado: (2022)
Robust $M$-Estimation of Scatter Matrices via Precision Structure Shrinkage
por: Nikai, Soma, et al.
Publicado: (2026)
por: Nikai, Soma, et al.
Publicado: (2026)
Graphical Construction of Spatial Gibbs Random Graphs
por: Cerqueira, Andressa, et al.
Publicado: (2019)
por: Cerqueira, Andressa, et al.
Publicado: (2019)
Extensions of the solidarity principle of the spectral gap for Gibbs samplers to their blocked and collapsed variants
por: Mak, Xavier, et al.
Publicado: (2026)
por: Mak, Xavier, et al.
Publicado: (2026)
Ergodic Network Stochastic Differential Equations
por: Iafrate, Francesco, et al.
Publicado: (2024)
por: Iafrate, Francesco, et al.
Publicado: (2024)
Asymptotic Inference for Exchangeable Gibbs Partitions
por: Koriyama, Takuya
Publicado: (2025)
por: Koriyama, Takuya
Publicado: (2025)
Self-Distillation is Optimal Among Spectral Shrinkage Estimators in Spiked Covariance Models
por: Lecoiu, Radu, et al.
Publicado: (2026)
por: Lecoiu, Radu, et al.
Publicado: (2026)
Variational Bayesian Bow tie Neural Networks with Shrinkage
por: Sheinkman, Alisa, et al.
Publicado: (2024)
por: Sheinkman, Alisa, et al.
Publicado: (2024)
Depth One Quantum Alternating Operator Ansatz as an Approximate Gibbs Distribution Sampler
por: Pelofske, Elijah
Publicado: (2025)
por: Pelofske, Elijah
Publicado: (2025)
Complexity Measure Diagnostics of Ergodic to Many-Body Localization Transition
por: Cohen, Khen, et al.
Publicado: (2024)
por: Cohen, Khen, et al.
Publicado: (2024)
Context Tree Prior Distributions based on Node Weighting with exact Bayes Factors
por: Paulichen, Thiago, et al.
Publicado: (2026)
por: Paulichen, Thiago, et al.
Publicado: (2026)
ANPP: the Adapted Normalized Power Prior for Borrowing Information from Multiple Historical Datasets in Clinical Trials
por: Shen, Yueqi, et al.
Publicado: (2024)
por: Shen, Yueqi, et al.
Publicado: (2024)
Estimation of Local Geometric Structure on Manifolds from Noisy Data
por: Aizenbud, Yariv, et al.
Publicado: (2025)
por: Aizenbud, Yariv, et al.
Publicado: (2025)
Driver Identification and PCA Augmented Selection Shrinkage Framework for Nordic System Price Forecasting
por: Sadabad, Yousef Adeli, et al.
Publicado: (2025)
por: Sadabad, Yousef Adeli, et al.
Publicado: (2025)
Joint Quantile Shrinkage: A State-Space Approach toward Non-Crossing Bayesian Quantile Models
por: Kohns, David, et al.
Publicado: (2025)
por: Kohns, David, et al.
Publicado: (2025)
Shrinkage for Extreme Partial Least-Squares
por: Arbel, Julyan, et al.
Publicado: (2024)
por: Arbel, Julyan, et al.
Publicado: (2024)
Mixing Time Bounds for the Gibbs Sampler under Isoperimetry
por: Goyal, Alexander, et al.
Publicado: (2025)
por: Goyal, Alexander, et al.
Publicado: (2025)
Ejemplares similares
-
A Short Note on the Efficiency of Markov Chains for Bayesian Linear Regression Models with Heavy-Tailed Errors
por: Hamura, Yasuyuki
Publicado: (2024) -
Posterior Robustness with Milder Conditions: Contamination Models Revisited
por: Hamura, Yasuyuki, et al.
Publicado: (2023) -
Locally Adaptive Bayesian Isotonic Regression using Half Shrinkage Priors
por: Okano, Ryo, et al.
Publicado: (2022) -
Uniform Ergodicity of Parallel Tempering With Efficient Local Exploration
por: Surjanovic, Nikola, et al.
Publicado: (2024) -
Dependency-Aware Shrinkage Priors for High Dimensional Regression
por: Aguilar, Javier Enrique, et al.
Publicado: (2025)