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Asymptotically minimax empirical Bayes estimation of a sparse normal
  mean vector

Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector

27 April 2013
Ryan Martin
S. Walker
ArXivPDFHTML

Papers citing "Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector"

5 / 5 papers shown
Title
Empirical Bayes inference in sparse high-dimensional generalized linear
  models
Empirical Bayes inference in sparse high-dimensional generalized linear models
Yiqi Tang
Ryan Martin
16
3
0
14 Mar 2023
Bayesian fractional posteriors
Bayesian fractional posteriors
A. Bhattacharya
D. Pati
Yun Yang
19
108
0
03 Nov 2016
Uncertainty quantification for the horseshoe
Uncertainty quantification for the horseshoe
S. V. D. Pas
Botond Szabó
A. van der Vaart
23
71
0
07 Jul 2016
Needles and straw in a haystack: robust confidence for possibly sparse
  sequences
Needles and straw in a haystack: robust confidence for possibly sparse sequences
E. Belitser
N. Nurushev
12
24
0
05 Nov 2015
The Horseshoe Estimator: Posterior Concentration around Nearly Black
  Vectors
The Horseshoe Estimator: Posterior Concentration around Nearly Black Vectors
S. V. D. Pas
B. Kleijn
A. van der Vaart
35
165
0
01 Apr 2014
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