High-dimensional multivariate posterior consistency under global–local shrinkage priors
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DOI: 10.1016/j.jmva.2018.04.010
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Cited by:
- Zhang, Ruoyang & Ghosh, Malay, 2022. "Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors," Journal of Multivariate Analysis, Elsevier, vol. 187(C).
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Keywords
Heavy tail; High-dimensional data; Posterior consistency; Shrinkage estimation; Sparsity; Variable selection;All these keywords.
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