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Asymptotic optimality of one-group shrinkage priors in sparse high-dimensional problems - MaRDI portal

Asymptotic optimality of one-group shrinkage priors in sparse high-dimensional problems (Q1699710)

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scientific article; zbMATH DE number 6843070
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English
Asymptotic optimality of one-group shrinkage priors in sparse high-dimensional problems
scientific article; zbMATH DE number 6843070

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    Asymptotic optimality of one-group shrinkage priors in sparse high-dimensional problems (English)
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    23 February 2018
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    asymptotic minimaxity
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    posterior contraction
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    ABOS
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    sparsity
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    one-group shrinkage priors
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    horseshoe prior
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