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arXiv · 1604.07487

Global-Local Mixtures

Anindya Bhadra·Jyotishka Datta·Nicholas G. Polson·Brandon Willard
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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.

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Anindya Bhadra, Jyotishka Datta, Nicholas G. Polson, Brandon Willard. 2016-04-26. Global-Local Mixtures. https://arxiv.org/abs/1604.07487

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