Sub-optimality of some continuous shrinkage priors

Sub-optimality of some continuous shrinkage priors

18 May 2016

A. Bhattacharya

David B. Dunson

Natesh S. Pillai

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Papers citing "Sub-optimality of some continuous shrinkage priors"

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Title
The Horseshoe Estimator: Posterior Concentration around Nearly Black Vectors S. V. D. Pas B. Kleijn A. van der Vaart 102 169 0 01 Apr 2014
Bayesian linear regression with sparse priors I. Castillo Johannes Schmidt-Hieber A. van der Vaart 207 382 0 04 Mar 2014
Dirichlet-Laplace priors for optimal shrinkage A. Bhattacharya D. Pati Natesh S. Pillai David B. Dunson 110 441 0 21 Jan 2014
Needles and Straw in a Haystack: Posterior concentration for possibly sparse sequences I. Castillo A. van der Vaart 144 252 0 06 Nov 2012
Confidence sets in sparse regression Richard Nickl Sara van de Geer 126 111 0 07 Sep 2012
Posterior contraction in sparse Bayesian factor models for massive covariance matrices D. Pati A. Bhattacharya Natesh S. Pillai David B. Dunson 97 101 0 16 Jun 2012
Generalized double Pareto shrinkage Artin Armagan David B. Dunson Jaeyong Lee 114 374 0 05 Apr 2011
Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem James G. Scott J. Berger 142 581 0 10 Nov 2010
A Unified Framework for High-Dimensional Analysis of M-Estimators with Decomposable Regularizers S. Negahban Pradeep Ravikumar Martin J. Wainwright Bin Yu 486 1,379 0 13 Oct 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 228 575 0 11 Oct 2009
The sparsity and bias of the Lasso selection in high-dimensional linear regression Cun-Hui Zhang Jian Huang 474 869 0 07 Aug 2008
Lower bounds for posterior rates with Gaussian process priors I. Castillo 123 95 0 17 Jul 2008
Lasso-type recovery of sparse representations for high-dimensional data N. Meinshausen Bin Yu 477 882 0 01 Jun 2008
Reproducing kernel Hilbert spaces of Gaussian priors Van der Vaart V. Zanten 101 224 0 21 May 2008
High-dimensional generalized linear models and the lasso Sara van de Geer 640 755 0 04 Apr 2008