Asymptotically minimax empirical Bayes estimation of a sparse normal
mean vector

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Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector

27 April 2013

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

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Title
Dirichlet-Laplace priors for optimal shrinkage A. Bhattacharya D. Pati Natesh S. Pillai David B. Dunson 106 441 0 21 Jan 2014
Optimal rates of convergence for sparse covariance matrix estimation T. Cai Harrison H. Zhou 151 246 0 13 Feb 2013
Needles and Straw in a Haystack: Posterior concentration for possibly sparse sequences I. Castillo A. van der Vaart 136 252 0 06 Nov 2012
A nonparametric empirical Bayes framework for large-scale multiple testing Ryan Martin S. Tokdar 49 44 0 20 Jun 2011
Estimation of a sparse group of sparse vectors F. Abramovich V. Grinshtein 81 4 0 10 Apr 2011
Optimal rates of convergence for covariance matrix estimation Tommaso Cai Cun-Hui Zhang Harrison H. Zhou 170 474 0 19 Oct 2010
Optimal rates of convergence for estimating the null density and proportion of nonnull effects in large-scale multiple testing T. Tony Cai Jiashun Jin 138 73 0 11 Jan 2010
A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article) Jianqing Fan Jinchi Lv 603 913 0 06 Oct 2009
Nonparametric empirical Bayes and compound decision approaches to estimation of a high-dimensional vector of normal means L. Brown E. Greenshtein 132 155 0 12 Aug 2009
General maximum likelihood empirical Bayes estimation of normal means Wenhua Jiang Cun-Hui Zhang 345 216 0 12 Aug 2009
Gibbs posterior for variable selection in high-dimensional classification and data mining Wenxin Jiang M. Tanner 92 116 0 31 Oct 2008
A comparison of the Benjamini-Hochberg procedure with some Bayesian rules for multiple testing M. Bogdan J. Ghosh S. Tokdar 103 100 0 16 May 2008
Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity A. Dalalyan Alexandre B. Tsybakov 149 176 0 19 Mar 2008
Sparsistency and rates of convergence in large covariance matrix estimation Clifford Lam Jianqing Fan 233 610 0 26 Nov 2007

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