Posterior asymptotic normality for an individual coordinate in high-dimensional linear regression

DOI10.1214/19-EJS1605zbMath1429.62306arXiv1704.02646OpenAlexW2975875186MaRDI QIDQ2326048

Dana Yang

Publication date: 4 October 2019

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

Full work available at URL: https://arxiv.org/abs/1704.02646

zbMATH Keywords

Bernstein-von Misesde-biasinghigh-dimensional Bayesian procedure

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

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• Speeds of metric probability convergence
• Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models

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