Fast exact Bayesian inference for sparse signals in the normal sequence model

DOI10.1214/20-BA1227arXiv1810.10883OpenAlexW3046972439MaRDI QIDQ6201433

Tim van Erven, Botond Szabó

Publication date: 20 February 2024

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

Full work available at URL: https://arxiv.org/abs/1810.10883

zbMATH Keywords

model selectionhigh-dimensional statisticsspike-and-slab prior

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Bayesian inference (62F15) Statistics (62-XX)

Related Items (1)

On minimax optimality of sparse Bayes predictive density estimates

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