Posterior consistency in linear models under shrinkage priors
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Publication:2870265
DOI10.1093/biomet/ast028zbMath1279.62139arXiv1104.4135OpenAlexW2116006439MaRDI QIDQ2870265
Nate Strawn, Jaeyong Lee, Artin Armagan, Waheed U. Bajwa, David B. Dunson
Publication date: 17 January 2014
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1104.4135
shrinkage estimationheavy tailshigh-dimensional dataposterior consistencyBayesian lassogeneralized double Pareto priorshorseshoe priors
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Bayesian inference (62F15)
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