Graph-dependent shrinkage priors for Bayesian trend filtering
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arXiv:2509.13267v3 Announce Type: replace-cross Abstract: A discrete Bayesian network is a directed acyclic graph (DAG) consisting of categorical variables. Two popular approaches for DBN modeling in...
The paper introduces a two-step Metropolis–Hastings algorithm designed to efficiently sample from Bayesian empirical likelihood (BayesEL) posterior distributions, addressing challenges posed by the complex, often non‑convex support of empirical likelihood. The method leverages current parameter values and estimating equations to propose new values for remaining parameters, making it suitable for problems with discontinuous estimating equations such as simultaneous quantile regression. Additionally, the approach extends naturally to BayesEL model selection via reversible‑jump MCMC, and the authors demonstrate its utility through several real‑life applications.
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