Global-Local Mixtures
Statistics Theory
2016-09-22 v2 Statistics Theory
Abstract
Global-local mixtures are derived from the Cauchy-Schlomilch and Liouville integral transformation identities. We characterize well-known normal-scale mixture distributions including the Laplace or lasso, logit and quantile as well as new global-local mixtures. We also apply our methodology to convolutions that commonly arise in Bayesian inference. Finally, we conclude with a conjecture concerning bridge and uniform correlation mixtures.
Cite
@article{arxiv.1604.07487,
title = {Global-Local Mixtures},
author = {Anindya Bhadra and Jyotishka Datta and Nicholas G. Polson and Brandon Willard},
journal= {arXiv preprint arXiv:1604.07487},
year = {2016}
}
Comments
10 pages