Posterior consistency in linear models under shrinkage priors (Q2870265)
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scientific article; zbMATH DE number 6247604
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| English | Posterior consistency in linear models under shrinkage priors |
scientific article; zbMATH DE number 6247604 |
Statements
Posterior consistency in linear models under shrinkage priors (English)
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17 January 2014
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Bayesian lasso
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generalized double Pareto priors
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heavy tails
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high-dimensional data
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horseshoe priors
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posterior consistency
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shrinkage estimation
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0.8442838191986084
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0.8434106111526489
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0.8387371897697449
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0.8235300183296204
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0.8170986771583557
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