The models were estimated via Gibbs sampler with data augmentation by a mixture of standard exponential distribution and standard normal distribution to represent the asymmetric Laplace distribution.
由于模型参数的后验条件分布没有确定的分布形式,通过数据扩充得到参数的完全条件分布从而实现模型参数的贝叶斯估计。
The models were estimated via Gibbs sampler with data augmentation by a mixture of standard exponential distribution and standard normal distribution to represent the asymmetric Laplace distribution.
由于模型参数的后验条件分布没有确定的分布形式,通过数据扩充得到参数的完全条件分布从而实现模型参数的贝叶斯估计。
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