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The horseshoe estimator: posterior concentration around nearly black vectors - MaRDI portal

The horseshoe estimator: posterior concentration around nearly black vectors (Q485913)

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The horseshoe estimator: posterior concentration around nearly black vectors
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    The horseshoe estimator: posterior concentration around nearly black vectors (English)
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    14 January 2015
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    sparsity
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    horseshoe prior
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    worst case risk
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    Bayesian inference
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    empirical Bayes
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    posterior contraction
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    normal means model
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