Bayes oracle property of multiple tests of multivariate normal means under sparsity
From MaRDI portal
Publication:6636366
DOI10.1016/J.JSPI.2024.106227MaRDI QIDQ6636366FDOQ6636366
Authors: Zikun Qin, Malay Ghosh Edit this on Wikidata
Publication date: 12 November 2024
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Cites Work
- The horseshoe estimator for sparse signals
- Title not available (Why is that?)
- Mixtures of g Priors for Bayesian Variable Selection
- Title not available (Why is that?)
- Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem
- Large-Scale Simultaneous Hypothesis Testing
- Informative \(g\)-priors for logistic regression
- An exploration of aspects of Bayesian multiple testing
- Microarrays, empirical Bayes and the two-groups model
- Mixtures of \(g\)-priors in generalized linear models
- The horseshoe estimator: posterior concentration around nearly black vectors
- Asymptotic Bayes-optimality under sparsity of some multiple testing procedures
- Asymptotic properties of Bayes risk for the horseshoe prior
- Operating Characteristics and Extensions of the False Discovery Rate Procedure
- Asymptotic properties of Bayes risk of a general class of shrinkage priors in multiple hypothesis testing under sparsity
- Asymptotic optimality of one-group shrinkage priors in sparse high-dimensional problems
- Exponential tail bounds for chisquared random variables
- Large-scale multiple hypothesis testing with the normal-beta prime prior
- Asymptotic Bayes' optimality under sparsity for exchangeable dependent multivariate normal test statistics
This page was built for publication: Bayes oracle property of multiple tests of multivariate normal means under sparsity
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6636366)