Pages that link to "Item:Q516509"

The following pages link to Asymptotic properties of Bayes risk of a general class of shrinkage priors in multiple hypothesis testing under sparsity (Q516509):

Displaying 14 items.

• Asymptotic Bayes-optimality under sparsity of some multiple testing procedures (Q638803) (← links)
• High-dimensional multivariate posterior consistency under global-local shrinkage priors (Q1661340) (← links)
• A global-local approach for detecting hotspots in multiple-response regression (Q2194477) (← links)
• Connection between the selection problem for a sparse submatrix of a large-size matrix and the Bayesian problem of hypotheses testing (Q2199139) (← links)
• Lasso meets horseshoe: a survey (Q2292393) (← links)
• Modeling Random Effects Using Global–Local Shrinkage Priors in Small Area Estimation (Q3121171) (← links)
• (Q4294083) (← links)
• The adaptive normal-hypergeometric-inverted-beta priors for sparse signals (Q5033960) (← links)
• Large-scale multiple hypothesis testing with the normal-beta prime prior (Q5205847) (← links)
• Prediction risk for the horseshoe regression (Q5381133) (← links)
• Revisiting Jeffreys’ Example: Bayes Test of the Normal Mean (Q5869309) (← links)
• Horseshoe Regularisation for Machine Learning in Complex and Deep Models¹ (Q6064351) (← links)
• Effect of global shrinkage parameter of horseshoe prior in compressed sensing (Q6628827) (← links)
• Bayes oracle property of multiple tests of multivariate normal means under sparsity (Q6636366) (← links)