Unified Bayesian theory of sparse linear regression with nuisance parameters
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Publication:2044407
DOI10.1214/21-EJS1855zbMath1471.62284arXiv2008.10230OpenAlexW3166869877MaRDI QIDQ2044407
Seonghyun Jeong, Subhashis Ghosal
Publication date: 9 August 2021
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2008.10230
high-dimensional regressionmodel selection consistencysparse priorsposterior contraction ratesBernstein-von Mises theorems
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