The horseshoe estimator: Posterior concentration around nearly black vectors

Electronic Journal of Statistics

Volumn 8, Issue , 2015, Pages 2585-2618

  van der Pas, S L ^a   Kleijn, B J ^b   van der Vaart, A W ^a  

^a LEIDEN UNIVERSITY   (Netherlands)

^b UNIVERSITY OF AMSTERDAM   (Netherlands)

Author keywords

Bayesian inference; Empirical bayes; Horseshoe prior; Normal means model; Posterior contraction; Sparsity; Worst case risk

Indexed keywords

EID: 84921490446     PISSN: 19357524     EISSN: None     Source Type: Journal    
DOI: 10.1214/14-EJS962     Document Type: Article

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