Pages that link to "Item:Q470502"
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The following pages link to Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector (Q470502):
Displayed 17 items.
- Conditions for posterior contraction in the sparse normal means problem (Q276234) (← links)
- The horseshoe estimator: posterior concentration around nearly black vectors (Q485913) (← links)
- Bayesian linear regression with sparse priors (Q888501) (← links)
- Empirical Bayes analysis of spike and slab posterior distributions (Q1711560) (← links)
- Bayesian fractional posteriors (Q1731743) (← links)
- Bayesian estimation of sparse signals with a continuous spike-and-slab prior (Q1747745) (← links)
- Empirical priors and coverage of posterior credible sets in a sparse normal mean model (Q2206756) (← links)
- Spike and slab empirical Bayes sparse credible sets (Q2278657) (← links)
- Needles and straw in a haystack: robust confidence for possibly sparse sequences (Q2278660) (← links)
- Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors (Q2284379) (← links)
- A paradoxical argument about domination (Q2297102) (← links)
- Empirical priors and posterior concentration rates for a monotone density (Q2300097) (← links)
- False confidence, non-additive beliefs, and valid statistical inference (Q2302767) (← links)
- Data-driven priors and their posterior concentration rates (Q2326047) (← links)
- The Spike-and-Slab LASSO (Q4690970) (← links)
- (Q4969262) (← links)
- Prediction risk for the horseshoe regression (Q5381133) (← links)