Uncertainty quantification for the horseshoe (with discussion)

From MaRDI portal
Publication:1699717

DOI10.1214/17-BA1065zbMath1384.62155arXiv1607.01892OpenAlexW3126085589WikidataQ56906353 ScholiaQ56906353MaRDI QIDQ1699717

Stéphanie van der Pas, Botond Szabó, Aad W. van der Vaart

Publication date: 23 February 2018

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.01892



Related Items

Bayesian wavelet de-noising with the caravan prior, Bayesian Regression Using a Prior on the Model Fit: The R2-D2 Shrinkage Prior, Prior distributions for objective Bayesian analysis, High-dimensional multivariate posterior consistency under global-local shrinkage priors, Unnamed Item, Unnamed Item, Posterior contraction and credible sets for filaments of regression functions, Horseshoe Regularisation for Machine Learning in Complex and Deep Models1, Bayesian shrinkage towards sharp minimaxity, Variable Selection Via Thompson Sampling, Nearly optimal Bayesian shrinkage for high-dimensional regression, Global-local shrinkage priors for asymptotic point and interval estimation of normal means under sparsity, A global-local approach for detecting hotspots in multiple-response regression, A horseshoe mixture model for Bayesian screening with an application to light sheet fluorescence microscopy in brain imaging, Distributionally robust and generalizable inference, Robust oracle estimation and uncertainty quantification for possibly sparse quantiles, Subject-specific Dirichlet-multinomial regression for multi-district microbiota data analysis, Statistical inference via conditional Bayesian posteriors in high-dimensional linear regression, Precision matrix estimation under the horseshoe-like prior-penalty dual, Fast exact Bayesian inference for sparse signals in the normal sequence model, Empirical priors and coverage of posterior credible sets in a sparse normal mean model, The Graphical Horseshoe Estimator for Inverse Covariance Matrices, Empirical Bayes analysis of spike and slab posterior distributions, Discussion, Asymptotic frequentist coverage properties of Bayesian credible sets for sieve priors, On spike and slab empirical Bayes multiple testing, Joint mean-covariance estimation via the horseshoe, Spike and slab empirical Bayes sparse credible sets, Needles and straw in a haystack: robust confidence for possibly sparse sequences, Adaptation bounds for confidence bands under self-similarity, The horseshoe-like regularization for feature subset selection, Lasso meets horseshoe: a survey, Gibbs posterior inference on multivariate quantiles, Sparse portfolio selection via Bayesian multiple testing, Comment: ``Bayes, oracle Bayes and empirical Bayes, Data-driven priors and their posterior concentration rates, Bayesian estimation of subset threshold autoregressions: short-term forecasting of traffic occupancy, Discussion to: Bayesian graphical models for modern biological applications by Y. Ni, V. Baladandayuthapani, M. Vannucci and F.C. Stingo