Adaptive posterior contraction rates for the horseshoe

DOI10.1214/17-EJS1316zbMath1373.62140arXiv1702.03698OpenAlexW2759866899WikidataQ56906337 ScholiaQ56906337MaRDI QIDQ2408234

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

Publication date: 12 October 2017

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

Full work available at URL: https://arxiv.org/abs/1702.03698

zbMATH Keywords

horseshoesparsityfrequentist Bayesnearly black vectorsnormal means problemadaptive inference

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Bayesian inference (62F15)

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