High-dimensional multivariate posterior consistency under global-local shrinkage priors (Q1661340)
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scientific article; zbMATH DE number 6919548
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| English | High-dimensional multivariate posterior consistency under global-local shrinkage priors |
scientific article; zbMATH DE number 6919548 |
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High-dimensional multivariate posterior consistency under global-local shrinkage priors (English)
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16 August 2018
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heavy tail
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high-dimensional data
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posterior consistency
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shrinkage estimation
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sparsity
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variable selection
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0.8430827260017395
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0.8387371897697449
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0.8383947014808655
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0.8152328729629517
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0.8091855645179749
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