Finite sample posterior concentration in high-dimensional regression

DOI10.1093/imaiai/iau003zbMath1309.62117arXiv1207.4854OpenAlexW2593018936MaRDI QIDQ5177865

Lawrence Carin, Nate Strawn, Artin Armagan, Rayan Saab, David B. Dunson

Publication date: 6 March 2015

Published in: Information and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1207.4854

zbMATH Keywords

asymptoticsregressionBayesianposterior contractionhigh-dimensionalshrinkage priorcompressible prior

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

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