Bayesian estimation of sparse signals with a continuous spike-and-slab prior

DOI10.1214/17-AOS1554zbMath1395.62230OpenAlexW2788365376MaRDI QIDQ1747745

Veronika Rockova

Publication date: 27 April 2018

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/17-aos1554

zbMATH Keywords

Lassospike-and-slabposterior concentrationasymptotic minimaxity

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15) Linear inference, regression (62J99) Empirical decision procedures; empirical Bayes procedures (62C12)

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Uses Software

• EBayesThresh
• EMVS

Cites Work

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