Table 2 Methods for Sampling \(\varvec{\lambda }\)

Method A:

Full Bayes with a \(\lambda _{j} \sim \text { Gamma } (r, \delta _j),j=1,2,\cdots ,p\)

Method B:

Partial empirical Bayes with an empirical update of \(\varvec{\delta }=(\delta _1,\delta _2,\cdots ,\delta _p)\)

Method C:

Full empirical Bayes with an empirical update of \(\varvec{\lambda }=(\lambda _1,\lambda _2,\cdots ,\lambda _p)\)