Necessary and sufficient conditions for high-dimensional posterior consistency under \(g\)-priors

DOI10.1214/14-BA893zbMath1335.62066arXiv1509.01060OpenAlexW2007180022MaRDI QIDQ273624

Malay Ghosh, Douglas K. Sparks, Kshitij Khare

Publication date: 22 April 2016

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.01060

zbMATH Keywords

empirical Bayes\(g\)-priorposterior consistencyhyper-\(g\)-prior

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Bayesian inference (62F15) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (4)

Unnamed Item ⋮ A note on consistency of Bayesian high-dimensional variable selection under a default prior ⋮ Scenario-based quantile connectedness of the U.S. interbank liquidity risk network ⋮ High-Dimensional Posterior Consistency in Bayesian Vector Autoregressive Models

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