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Robust Variable Selection via Bayesian LASSO-Composite Quantile Regression with Empirical Likelihood: A Hybrid Sampling Approach
Published 2025-07-01“…By constructing a hybrid sampling mechanism that incorporates the Expectation–Maximization (EM) algorithm and Metropolis–Hastings (M-H) algorithm within the Gibbs sampling scheme, this approach effectively tackles variable selection in high-dimensional settings with outlier contamination. …”
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Modeling Spatial Data with Heteroscedasticity Using PLVCSAR Model: A Bayesian Quantile Regression Approach
Published 2025-07-01“…Through an approximation of the nonparametric functions with free-knot splines, we develop a Bayesian sampling approach that can be applied by the Markov chain Monte Carlo (MCMC) approach and design an efficient Metropolis–Hastings within the Gibbs sampling algorithm to explore the joint posterior distributions. …”
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Fully Bayesian Estimation of Simultaneous Regression Quantiles under Asymmetric Laplace Distribution Specification
Published 2019-01-01“…For implementation, we use Metropolis-Hastings within Gibbs algorithm to sample unknown parameters from their full conditional distribution. …”
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