Bayes oracle property of multiple tests of multivariate normal means under sparsity
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Cites work
- scientific article; zbMATH DE number 4070082 (Why is no real title available?)
- scientific article; zbMATH DE number 720689 (Why is no real title available?)
- An exploration of aspects of Bayesian multiple testing
- Asymptotic Bayes' optimality under sparsity for exchangeable dependent multivariate normal test statistics
- Asymptotic Bayes-optimality under sparsity of some multiple testing procedures
- Asymptotic optimality of one-group shrinkage priors in sparse high-dimensional problems
- 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
- Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem
- Exponential tail bounds for chisquared random variables
- Informative \(g\)-priors for logistic regression
- Large-Scale Simultaneous Hypothesis Testing
- Large-scale multiple hypothesis testing with the normal-beta prime prior
- Microarrays, empirical Bayes and the two-groups model
- Mixtures of g Priors for Bayesian Variable Selection
- Mixtures of g-priors in generalized linear models
- Operating Characteristics and Extensions of the False Discovery Rate Procedure
- The horseshoe estimator for sparse signals
- The horseshoe estimator: posterior concentration around nearly black vectors
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