On the contraction properties of some high-dimensional quasi-posterior distributions (Q1687130)

This article studies the contraction properties of quasi-posterior distributions generated combining some types of quasi-likelihood functions and of sparsity inducing prior distributions on \(\mathbb R^d\). Sufficient conditions for the quasi-posterior distribution placing increasingly high probability on sparse subsets of \(\mathbb R^d\), and contracting toward the true value of the parameter as the sample size and the dimension of the parameter space increase, are established. Applications to high-dimensional logistic regression models and to high-dimensional binary graphical models are developed.