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rate of MCMC for robust Bayesian multivariate linear regression
with proper priors,
*Computational and Mathematical Methods*, to appear. - Qin, Q., Hobert, J. P. and Khare, K. (2019). Estimating the
spectral gap of a trace-class Markov operator,
*Electronic Journal of Statistics*,**13**: 1790-1822. - Qin, Q. and Hobert, J. P. (2019). Convergence complexity
analysis of Albert and Chib's algorithm for Bayesian probit
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*Annals of Statistics*,**47**: 2320-2347. - Abrahamsen, T. and Hobert, J. P. (2019). Fast Monte Carlo Markov
chains for Bayesian shrinkage models with random effects,
*Journal of Multivariate Analysis*,**169**: 61-80. - Hobert, J. P., Jung, Y. J., Khare, K. and Qin,
Q. (2018). Convergence analysis of MCMC algorithms for Bayesian
multivariate linear regression with non-Gaussian errors,
*Scandinavian Journal of Statistics*,**45**: 513-533. - Qin, Q. and Hobert, J. P. (2018). Trace-class Monte Carlo Markov
chains for Bayesian multivariate linear regression with
non-Gaussian errors,
*Journal of Multivariate Analysis*,**166**: 335-345. - Pal, S., Khare, K. and Hobert, J. P. (2017). Trace class Markov
chains for Bayesian inference with generalized double Pareto
shrinkage priors,
*Scandinavian Journal of Statistics*,**44**: 307-323. - Abrahamsen, T. and Hobert, J. P. (2017). Convergence analysis of
block Gibbs samplers for Bayesian linear mixed models with p >
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*Bernoulli*,**23**: 459-478. - Hobert, J. P. and Khare, K. (2016). Discussion of "Posterior
inference in Bayesian quantile regression with asymmetric
Laplace likelihood," by Yang, Wang and He,
*International Statistical Review*,**84**: 349-356. - Choi, H. M. and Hobert, J. P. (2016). A comparison theorem for
data augmentation algorithms with applications,
*Electronic Journal of Statistics*,**10**: 308-329. - Pal, S., Khare, K. and Hobert, J. P. (2015). Improving the DA
algorithm in the two-block setup,
*Journal of Computational and Graphical Statistics*,**24**: 1114-1133. - Hobert, J. P. and Khare, K. (2015). Computable upper bounds on
the distance to stationarity for Jovanovski and Madras's Gibbs
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*Annales de la Faculte des Sciences de Toulouse*,**24**: 935-947. - Tan, A., Doss, H. and Hobert, J. P. (2015). Honest importance
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*Journal of Computational and Graphical Statistics*,**24**: 792-826. - Román, J. C. and Hobert, J. P. (2015). Geometric ergodicity
of Gibbs samplers for Bayesian general linear mixed models with
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*Linear Algebra and its Applications*,**473**: 54-77.