The horseshoe estimator: posterior concentration around nearly black vectors (Q485913)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6386279
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The horseshoe estimator: posterior concentration around nearly black vectors |
scientific article; zbMATH DE number 6386279 |
Statements
The horseshoe estimator: posterior concentration around nearly black vectors (English)
0 references
14 January 2015
0 references
sparsity
0 references
horseshoe prior
0 references
worst case risk
0 references
Bayesian inference
0 references
empirical Bayes
0 references
posterior contraction
0 references
normal means model
0 references
0 references
0 references
0 references
0.8549716472625732
0 references
0.8277459740638733
0 references
0.8142029047012329
0 references
0.7948220372200012
0 references
0.7840947508811951
0 references