@article{JMLR:v21:19-536,
  author  = {James Johndrow and Paulo Orenstein and Anirban Bhattacharya},
  title   = {Scalable Approximate MCMC Algorithms for the Horseshoe Prior},
  journal = {Journal of Machine Learning Research},
  year    = {2020},
  volume  = {21},
  number  = {73},
  pages   = {1--61},
  url     = {http://jmlr.org/papers/v21/19-536.html}
}