Local posterior concentration rate for multilevel sparse sequences

DOI10.1007/978-3-319-54084-9_6zbMATH Open1364.62060OpenAlexW2607836122MaRDI QIDQ5267855FDOQ5267855

E. Belitser, Nurzhan Nurushev

Publication date: 13 June 2017

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-54084-9_6

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zbMATH Keywords

empirical Bayesian approachlocal posterior concentration ratemultilevel sparse sequences

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bayesian inference (62F15)

Cites Work

• Ideal spatial adaptation by wavelet shrinkage
• Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences
• Adapting to unknown sparsity by controlling the false discovery rate
• Gaussian model selection
• Minimax risk over \(l_ p\)-balls for \(l_ q\)-error
• Title not available (Why is that?)
• The horseshoe estimator: posterior concentration around nearly black vectors
• Needles and straw in a haystack: posterior concentration for possibly sparse sequences
• On optimality of Bayesian testimation in the normal means problem

Cited In (3)

• Uncertainty quantification for robust variable selection and multiple testing
• Empirical priors and coverage of posterior credible sets in a sparse normal mean model
• Data-driven priors and their posterior concentration rates

Uses Software

• EBayesThresh

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