Correction

The Editors

Journal of the American Statistical Association, 2025, vol. 120, issue 551, 2011-2014

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.

Date: 2025
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DOI: 10.1080/01621459.2025.2540256

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