The adaptive normal-hypergeometric-inverted-beta priors for sparse signals
From MaRDI portal
Publication:5033960
DOI10.1080/00949655.2020.1815199OpenAlexW3084199469MaRDI QIDQ5033960
Publication date: 24 February 2022
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2020.1815199
sparsitysuper efficiencyglobal-local shrinkagetail robustnessadaptive normal-hypergeometric-inverted-beta prior
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The Adaptive Lasso and Its Oracle Properties
- The horseshoe estimator: posterior concentration around nearly black vectors
- Asymptotic properties of Bayes risk of a general class of shrinkage priors in multiple hypothesis testing under sparsity
- Asymptotic properties of Bayes risk for the horseshoe prior
- A robust generalized Bayes estimator and confidence region for a multivariate normal mean
- Estimation of the mean of a multivariate normal distribution
- The horseshoe+ estimator of ultra-sparse signals
- On the half-Cauchy prior for a global scale parameter
- The Bayesian elastic net
- Inference with normal-gamma prior distributions in regression problems
- Information-theoretic asymptotics of Bayes methods
- The horseshoe estimator for sparse signals
- Bayesian Variable Selection in Linear Regression
- Flexible Empirical Bayes Estimation for Wavelets
- Generalized double Pareto shrinkage
- Regularization and Variable Selection Via the Elastic Net
- Dirichlet–Laplace Priors for Optimal Shrinkage
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Ridge Regression: Applications to Nonorthogonal Problems
- Proper Bayes Minimax Estimators of the Multivariate Normal Mean