Sub-optimality of some continuous shrinkage priors (Q335657)
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scientific article; zbMATH DE number 6647124
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| English | Sub-optimality of some continuous shrinkage priors |
scientific article; zbMATH DE number 6647124 |
Statements
Sub-optimality of some continuous shrinkage priors (English)
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2 November 2016
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Bayesian
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convergence rate
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high dimensional
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Lasso
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\(\ell_1\)
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lower bound
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penalized regression
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regularization
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shrinkage prior
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sub-optimal
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0.8526699542999268
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0.8103212714195251
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0.8076873421669006
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0.8020042777061462
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0.7995948791503906
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