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Posterior Concentration Properties of a General Class of Shrinkage
  Priors around Nearly Black Vectors
v1v2v3v4 (latest)

Posterior Concentration Properties of a General Class of Shrinkage Priors around Nearly Black Vectors

28 December 2014
P. Ghosh
A. Chakrabarti
ArXiv (abs)PDFHTML

Papers citing "Posterior Concentration Properties of a General Class of Shrinkage Priors around Nearly Black Vectors"

9 / 9 papers shown
Title
Nearly Optimal Variational Inference for High Dimensional Regression
  with Shrinkage Priors
Nearly Optimal Variational Inference for High Dimensional Regression with Shrinkage Priors
Jincheng Bai
Qifan Song
Guang Cheng
BDL
49
4
0
24 Oct 2020
Empirical priors and coverage of posterior credible sets in a sparse
  normal mean model
Empirical priors and coverage of posterior credible sets in a sparse normal mean model
Ryan Martin
Bo Ning
66
18
0
05 Dec 2018
Nearly optimal Bayesian Shrinkage for High Dimensional Regression
Nearly optimal Bayesian Shrinkage for High Dimensional Regression
Qifan Song
F. Liang
67
79
0
24 Dec 2017
Adaptive posterior contraction rates for the horseshoe
Adaptive posterior contraction rates for the horseshoe
S. V. D. Pas
Botond Szabó
A. van der Vaart
63
72
0
13 Feb 2017
Well-posed Bayesian Inverse Problems with Infinitely-Divisible and
  Heavy-Tailed Prior Measures
Well-posed Bayesian Inverse Problems with Infinitely-Divisible and Heavy-Tailed Prior Measures
Bamdad Hosseini
90
34
0
23 Sep 2016
Uncertainty quantification for the horseshoe
Uncertainty quantification for the horseshoe
S. V. D. Pas
Botond Szabó
A. van der Vaart
94
74
0
07 Jul 2016
Conditions for Posterior Contraction in the Sparse Normal Means Problem
Conditions for Posterior Contraction in the Sparse Normal Means Problem
S. V. D. Pas
J. Salomond
Johannes Schmidt-Hieber
66
65
0
08 Oct 2015
The Horseshoe+ Estimator of Ultra-Sparse Signals
The Horseshoe+ Estimator of Ultra-Sparse Signals
A. Bhadra
J. Datta
Nicholas G. Polson
Brandon T. Willard
106
169
0
02 Feb 2015
Asymptotic Properties of Bayes Risk of a General Class of Shrinkage
  Priors in Multiple Hypothesis Testing Under Sparsity
Asymptotic Properties of Bayes Risk of a General Class of Shrinkage Priors in Multiple Hypothesis Testing Under Sparsity
P. Ghosh
Xueying Tang
M. Ghosh
A. Chakrabarti
137
53
0
28 Oct 2013
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