Asymptotic optimality of one-group shrinkage priors in sparse high-dimensional problems (Q1699710)
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scientific article; zbMATH DE number 6843070
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| English | Asymptotic optimality of one-group shrinkage priors in sparse high-dimensional problems |
scientific article; zbMATH DE number 6843070 |
Statements
Asymptotic optimality of one-group shrinkage priors in sparse high-dimensional problems (English)
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23 February 2018
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asymptotic minimaxity
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posterior contraction
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ABOS
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sparsity
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one-group shrinkage priors
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horseshoe prior
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0.87175452709198
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0.801172137260437
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0.7921223044395447
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0.7753701210021973
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0.7710360884666443
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