Open AccessAsymptotic Optimality of One-Group Shrinkage Priors in Sparse High-dimensional Problems
Author(s) -
Prasenjit Ghosh,
Arijit Chakrabarti
Publication year - 2016
Publication title -
bayesian analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.685
H-Index - 58
eISSN - 1936-0975
pISSN - 1931-6690
DOI - 10.1214/16-ba1029
Subject(s) - prior probability , mathematics , minimax , bayes' theorem , estimator , mathematical optimization , statistics , bayesian probability
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