Uncertainty quantification for the horseshoe (with discussion) (Q1699717)

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Uncertainty quantification for the horseshoe (with discussion)
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    Uncertainty quantification for the horseshoe (with discussion) (English)
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    23 February 2018
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    credible sets
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    horseshoe
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    sparsity
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    nearly black vectors
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    normal means problem
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    frequentist Bayes
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