Prediction risk for the horseshoe regression

Prediction risk for the horseshoe regression

16 May 2016

Nicholas G. Polson

Brandon T. Willard

Papers citing "Prediction risk for the horseshoe regression"

14 / 14 papers shown

Title
Conditions for Posterior Contraction in the Sparse Normal Means Problem S. V. D. Pas J. Salomond Johannes Schmidt-Hieber 36 65 0 08 Oct 2015
High-Dimensional Asymptotics of Prediction: Ridge Regression and Classification Yan Sun Stefan Wager 79 288 0 10 Jul 2015
The Horseshoe+ Estimator of Ultra-Sparse Signals A. Bhadra J. Datta Nicholas G. Polson Brandon T. Willard 65 163 0 02 Feb 2015
The Horseshoe Estimator: Posterior Concentration around Nearly Black Vectors S. V. D. Pas B. Kleijn A. van der Vaart 64 169 0 01 Apr 2014
Bayesian linear regression with sparse priors I. Castillo Johannes Schmidt-Hieber A. van der Vaart 117 379 0 04 Mar 2014
Dirichlet-Laplace priors for optimal shrinkage A. Bhattacharya D. Pati Natesh S. Pillai David B. Dunson 84 440 0 21 Jan 2014
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 56 53 0 28 Oct 2013
Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector Ryan Martin S. Walker 51 65 0 27 Apr 2013
Degrees of freedom in lasso problems Robert Tibshirani Jonathan E. Taylor 100 363 0 02 Nov 2011
Generalized Beta Mixtures of Gaussians Artin Armagan David B. Dunson M. Clyde 76 152 0 25 Jul 2011
Generalized double Pareto shrinkage Artin Armagan David B. Dunson Jaeyong Lee 75 374 0 05 Apr 2011
Local shrinkage rules, Levy processes, and regularized regression Nicholas G. Polson James G. Scott 96 130 0 17 Oct 2010
Nearly unbiased variable selection under minimax concave penalty Cun-Hui Zhang 296 3,543 0 25 Feb 2010
$Minimax rates of estimation for high-dimensional linear regression over $\ell_q$-balls$ Minimax rates of estimation for high-dimensional linear regression over $\ell_q$ -balls Garvesh Raskutti Martin J. Wainwright Bin Yu 179 575 0 11 Oct 2009