I am implementing a gibbs sampler and I have a Laplace likelihood (iid data). We can think of a Laplace distribution as a mixture of normals according to https://www.tandfonline.com/doi/abs/10.1198/016214508000000337.
So I will assume:
I am implementing a gibbs sampler and I have a Laplace likelihood (iid data). We can think of a Laplace distribution as a mixture of normals according to https://www.tandfonline.com/doi/abs/10.1198/016214508000000337.
So I will assume:
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