Conditions for Posterior Contraction in the Sparse Normal Means Problem

v1v2 (latest)

Conditions for Posterior Contraction in the Sparse Normal Means Problem

8 October 2015

Johannes Schmidt-Hieber

ArXiv (abs)PDF HTML

Papers citing "Conditions for Posterior Contraction in the Sparse Normal Means Problem"

14 / 14 papers shown

Title
Global-Local Shrinkage Priors for Asymptotic Point and Interval Estimation of Normal Means under Sparsity Zikun Qin Malay Ghosh 22 1 0 29 Oct 2023
Posterior Contraction rate and Asymptotic Bayes Optimality for one-group shrinkage priors in sparse normal means problem Sayantan Paul A. Chakrabarti 27 0 0 04 Nov 2022
Nearly Optimal Variational Inference for High Dimensional Regression with Shrinkage Priors Jincheng Bai Qifan Song Guang Cheng BDL 33 4 0 24 Oct 2020
HALO: Learning to Prune Neural Networks with Shrinkage Skyler Seto M. Wells Wenyu Zhang 43 0 0 24 Aug 2020
Additive stacking for disaggregate electricity demand forecasting Christian Capezza B. Palumbo Y. Goude S. Wood Matteo Fasiolo AI4TS 85 7 0 20 May 2020
Shrinkage with shrunken shoulders: Gibbs sampling shrinkage model posteriors with guaranteed convergence rates A. Nishimura M. Suchard 97 9 0 06 Nov 2019
Horseshoe Regularization for Machine Learning in Complex and Deep Models A. Bhadra J. Datta Yunfan Li Nicholas G. Polson 70 15 0 24 Apr 2019
Bayesian variance estimation in the Gaussian sequence model with partial information on the means G. Finocchio Johannes Schmidt-Hieber 46 0 0 09 Apr 2019
Spike and slab empirical Bayes sparse credible sets I. Castillo Botond Szabó 59 20 0 23 Aug 2018
Empirical Bayes analysis of spike and slab posterior distributions I. Castillo Romain Mismer 72 31 0 05 Jan 2018
On the Exponentially Weighted Aggregate with the Laplace Prior A. Dalalyan Edwin Grappin Q. Paris 49 19 0 25 Nov 2016
Bayesian Sparse Linear Regression with Unknown Symmetric Error Minwoo Chae Lizhen Lin David B. Dunson 75 15 0 06 Aug 2016
Uncertainty quantification for the horseshoe S. V. D. Pas Botond Szabó A. van der Vaart 94 74 0 07 Jul 2016
Prediction risk for the horseshoe regression A. Bhadra J. Datta Yunfan Li Nicholas G. Polson Brandon T. Willard 167 16 0 16 May 2016