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By: Ellis
https://xianblog.wordpress.com/2013/04/10/bayesian-computational-tools/comment-page-1/#comment-88876
Sat, 29 Nov 2014 15:58:05 +0000http://xianblog.wordpress.com/?p=20382#comment-88876Do you have more info on how to get a closed form posterior for the location parameter of a Laplace likelihood with a normal prior. I am running a Gibbs sampler for a Laplace/Normal mixture model and without a closed form posterior it’s quite inefficient. Any further sources you might have would be very helpful. Thanks in advance.
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By: Pete H
https://xianblog.wordpress.com/2013/04/10/bayesian-computational-tools/comment-page-1/#comment-35082
Thu, 18 Apr 2013 04:34:49 +0000http://xianblog.wordpress.com/?p=20382#comment-35082There’s a minor typo on p2: When describing the demarginalisation procedure the density in the integral sign is f(x, z | theta) but on the following line is described as g(x, z | theta).
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