Correction

Abstract Bhattacharya et al. introduce a novel prior, the Dirichlet-Laplace (DL) prior, and propose a Markov chain Monte Carlo (MCMC) method to simulate posterior draws under this prior in a conditionally Gaussian setting. The original algorithm samples from conditional distributions in the wrong order, that is, it does not correctly sample from the joint posterior distribution of all latent variables. This note details the issue and provides two simple solutions: A correction to the original algorithm and a new algorithm based on an alternative, yet equivalent, formulation of the prior. This corrigendum does not affect the theoretical results in Bhattacharya et al.

• Publication year

  2025

• Venue

  Journal of the American Statistical Association

• Publication date

  2025-07-03

• Fields of study

  Not labeled

• Identifiers
  DOI 10.1080/01621459.2025.2540256arXiv 2508.11982
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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