A non-iteration Bayesian sampling algorithm for robust seemingly unrelated regression models$$^*$$

Yang Yang; Li‐Chun Wang

doi:10.1007/s00180-023-01359-z

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A non-iteration Bayesian sampling algorithm for robust seemingly unrelated regression models$$^*$$

Yang Yang Li‐Chun Wang

Year: 2023 Journal: Computational Statistics Vol: 39 (3)Pages: 1281-1300 Publisher: Springer Science+Business Media

DOI: 10.1007/s00180-023-01359-z

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Keywords:

Markov chain Monte Carlo Outlier Bayesian probability Bayesian linear regression Gibbs sampling Algorithm Computer science Bayesian inference Mathematics Sampling (signal processing) Convergence (economics) Statistics

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Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

Bayesian Methods and Mixture Models

Physical Sciences → Computer Science → Artificial Intelligence

Advanced Statistical Process Monitoring

Social Sciences → Decision Sciences → Statistics, Probability and Uncertainty

A non-iteration Bayesian sampling algorithm for robust seemingly unrelated regression models$$^*$$

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