The horseshoe estimator: posterior concentration around nearly black vectors (Q485913)

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scientific article; zbMATH DE number 6386279
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    The horseshoe estimator: posterior concentration around nearly black vectors
    scientific article; zbMATH DE number 6386279

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      The horseshoe estimator: posterior concentration around nearly black vectors (English)
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      14 January 2015
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      sparsity
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      horseshoe prior
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      worst case risk
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      Bayesian inference
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      empirical Bayes
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      posterior contraction
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      normal means model
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