The horseshoe estimator: posterior concentration around nearly black vectors

DOI10.1214/14-EJS962zbMath1309.62060arXiv1404.0202WikidataQ56906383 ScholiaQ56906383MaRDI QIDQ485913

S. L. van der Pas, B. J. K. Kleijn, Aad W. van der Vaart

Publication date: 14 January 2015

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

Full work available at URL: https://arxiv.org/abs/1404.0202

zbMATH Keywords

empirical BayesBayesian inferencesparsityposterior contractionhorseshoe priornormal means modelworst case risk

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15)

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Uses Software

• EBayesThresh

Cites Work

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