James P. Hobert

According to our database, James P. Hobert authored at least 8 papers between 1999 and 2020.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of four.

2020

A note on the convergence rate of MCMC for robust Bayesian multivariate linear regression with proper priors.

Grant Backlund, James P. Hobert

Comput. Math. Methods, 2020

2019

Fast Monte Carlo Markov chains for Bayesian shrinkage models with random effects.

Tavis Abrahamsen, James P. Hobert

J. Multivar. Anal., 2019

2018

Trace-class Monte Carlo Markov chains for Bayesian multivariate linear regression with non-Gaussian errors.

Qian Qin, James P. Hobert

J. Multivar. Anal., 2018

2013

Analysis of MCMC algorithms for Bayesian linear regression with Laplace errors.

Hee Min Choi, James P. Hobert

J. Multivar. Anal., 2013

2012

Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression.

Kshitij Khare, James P. Hobert

J. Multivar. Anal., 2012

2010

On Monte Carlo methods for Bayesian multivariate regression models with heavy-tailed errors.

Vivekananda Roy, James P. Hobert

J. Multivar. Anal., 2010

Bayesian model-based tight clustering for time course data.

Yongsung Joo, George Casella, James P. Hobert

Comput. Stat., 2010

1999

On perfect simulation for some mixtures of distributions.

James P. Hobert, Christian P. Robert, D. M. Titterington

Stat. Comput., 1999