Conditions for posterior contraction in the sparse normal means problem

DOI10.1214/16-EJS1130zbMath1343.62012arXiv1510.02232WikidataQ56906369 ScholiaQ56906369MaRDI QIDQ276234

S. L. van der Pas, Johannes Schmidt-Hieber, Jean-Bernard Salomond

Publication date: 3 May 2016

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.02232

zbMATH Keywords

horseshoeBayesian inferencesparsityshrinkage priorsposterior contractionfrequentist Bayeshorseshoe+nearly black vectorsnormal means problem

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15)

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Uses Software

• EBayesThresh

Cites Work

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