Empirical priors for prediction in sparse high-dimensional linear regression
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Publication:4969262
Authors: Ryan Martin, Yiqi Tang 
Publication date: 5 October 2020
Full work available at URL: https://arxiv.org/abs/1903.00961
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Cited In (6)
- Variational Bayes for High-Dimensional Linear Regression With Sparse Priors
- Empirical Bayes inference in sparse high-dimensional generalized linear models
- Empirical Bayes posterior concentration in sparse high-dimensional linear models
- A comparison of learning rate selection methods in generalized Bayesian inference
- Empirical priors and posterior concentration in a piecewise polynomial sequence model
- Data-driven priors and their posterior concentration rates
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