Empirical priors and coverage of posterior credible sets in a sparse normal mean model (Q2206756)

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Empirical priors and coverage of posterior credible sets in a sparse normal mean model
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    Empirical priors and coverage of posterior credible sets in a sparse normal mean model (English)
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    26 October 2020
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    Bayesian inference
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    Bernstein-von Mises theorem
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    concentration rate
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    high-dimensional model
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    uncertainty quantification
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