Nearly optimal Bayesian shrinkage for high-dimensional regression
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Publication:2683046
DOI10.1007/s11425-020-1912-6OpenAlexW4306405614MaRDI QIDQ2683046
Publication date: 3 February 2023
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1712.08964
heavy tailhigh-dimensional inferenceposterior consistencyBayesian variable selectionabsolutely continuous shrinkage prior
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