The Gibbs sampler for the Dirichlet-Laplace prior draws from conditionals in the wrong order; this note supplies a corrected sampler and an equivalent-formulation alternative.
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A note on simulation methods for the Dirichlet-Laplace prior
The Gibbs sampler for the Dirichlet-Laplace prior draws from conditionals in the wrong order; this note supplies a corrected sampler and an equivalent-formulation alternative.