Effect of global shrinkage parameter of horseshoe prior in compressed sensing

DOI10.1088/1742-5468/AD3195MaRDI QIDQ6628827zbMATH OpenFDO

Authors Yasushi Nagano, Koji Hukushima

Publication date 29 October 2024

Published in Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1088/1742-5468/AD3195

zbMATH Keywords

analysis of algorithmsstatistical inference

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites work

• Adaptive posterior contraction rates for the horseshoe
• Asymptotic Bayes-optimality under sparsity of some multiple testing procedures
• Asymptotic properties of Bayes risk for the horseshoe prior
• Asymptotic properties of Bayes risk of a general class of shrinkage priors in multiple hypothesis testing under sparsity
• Conditions for posterior contraction in the sparse normal means problem
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• Lasso meets horseshoe: a survey
• Observed universality of phase transitions in high-dimensional geometry, with implications for modern data analysis and signal processing
• Prediction risk for the horseshoe regression
• The horseshoe estimator for sparse signals
• The horseshoe estimator: posterior concentration around nearly black vectors

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