GPU-accelerated Gibbs sampling: a case study of the Horseshoe Probit model.

Alexander Terenin Shawfeng Dong David Draper

Published in: Stat. Comput. (2019)

Keyphrases

gibbs sampling
prior knowledge
probabilistic model
feature selection
higher order
em algorithm
parameter estimation
data mining
machine learning
information retrieval
probability distribution
stereo matching
closed form