Global-Local Mixtures
  Global-local mixtures are derived from the Cauchy-Schlomilch and Liouville integral transformation identities. We characterize well-known normal-scale mixture distributions including the Laplace or lasso, logit and quantile as well as new global-local mixtures. We also apply our methodology to convolutions that commonly arise in Bayesian inference. Finally, we conclude with a conjecture concerning bridge and uniform correlation mixtures. 
Anindya Bhadra, Jyotishka Datta, Nicholas G. Polson and Brandon   Willard
math.ST stat.TH