On discrete priors and sparse minimax optimal predictive densities

DOI10.1214/21-EJS1818zbMath1471.62245OpenAlexW3159228994MaRDI QIDQ2044351

Ujan Gangopadhyay, Gourab Mukherjee

Publication date: 9 August 2021

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/21-ejs1818

zbMATH Keywords

predictive inferenceminimax riskinformation losssparsitypredictive density estimationdiscrete priors

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Minimax procedures in statistical decision theory (62C20) Strong limit theorems (60F15)

Related Items

On minimax optimality of sparse Bayes predictive density estimates

Uses Software

• EBayesThresh
• smashr

Cites Work

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