  Using posterior distribution of Bayesian LASSO we construct a semi-norm on
the parameter space. We show that the partition function depends on the ratio
of the l 1 and l 2 norms and present three regimes. We derive the con-
centration of Bayesian LASSO, and present MCMC convergence diagnosis.
  Keywords: LASSO, Bayes, MCMC, log-concave, geometry, incomplete Gamma
function
