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Scalable Approximate MCMC Algorithms for the Horseshoe Prior.
James E. Johndrow
Paulo Orenstein
Anirban Bhattacharya
Published in:
J. Mach. Learn. Res. (2020)
Keyphrases
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data structure
learning algorithm
computational cost
orders of magnitude
machine learning
computationally efficient
monte carlo
single pass
highly scalable
data sets
significant improvement
worst case
theoretical analysis
exact computation