Horseshoe shrinkage methods for Bayesian fusion estimation

DOI10.1016/j.csda.2022.107450OpenAlexW3131116226MaRDI QIDQ2157506

Sayantan Banerjee

Publication date: 22 July 2022

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.07378

zbMATH Keywords

Bayesian shrinkagepiecewise constant functionshorseshoe priorposterior convergence ratefusion estimation

Mathematics Subject Classification ID

Statistics (62-XX)

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